Enum: FloatingRateIndexEnum

The enumerated values to specify the list of floating rate index.

URI: common_domain_model:FloatingRateIndexEnum

Permissible Values

Value	Meaning	Description
AED_EBOR_Reuters	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
AED_EIBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
AUD_AONIA	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
AUD_AONIA_OIS_Compound_1	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
AUD_AONIA_OIS_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
AUD_AONIA_OIS_COMPOUND_SwapMarker	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
AUD_BBR_AUBBSW	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
AUD_BBR_BBSW	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
AUD_BBR_BBSW_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
AUD_BBR_BBSY__BID_	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
AUD_BBR_ISDC	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
AUD_BBSW	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
AUD_BBSW_Quarterly_Swap_Rate_ICAP	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
AUD_BBSW_Semi_Annual_Swap_Rate_ICAP	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
AUD_BBSY_Bid	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
AUD_LIBOR_BBA	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
AUD_LIBOR_BBA_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
AUD_LIBOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
AUD_Quarterly_Swap_Rate_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
AUD_Quarterly_Swap_Rate_ICAP_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
AUD_Semi_Annual_Swap_Rate_11_00_BGCANTOR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
AUD_Semi_Annual_Swap_Rate_BGCANTOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
AUD_Semi_annual_Swap_Rate_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
AUD_Semi_Annual_Swap_Rate_ICAP_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
AUD_Swap_Rate_Reuters	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
BRL_CDI	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
CAD_BA_CDOR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CAD_BA_CDOR_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CAD_BA_ISDD	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CAD_BA_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CAD_BA_Reuters	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CAD_BA_Telerate	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CAD_CDOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
CAD_CORRA	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
CAD_CORRA_CanDeal_TMX_Term	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
CAD_CORRA_Compounded_Index	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
CAD_CORRA_OIS_Compound_1	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
CAD_CORRA_OIS_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CAD_ISDA_Swap_Rate	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CAD_LIBOR_BBA	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CAD_LIBOR_BBA_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CAD_LIBOR_BBA_SwapMarker	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CAD_LIBOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CAD_REPO_CORRA	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CAD_TBILL_ISDD	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CAD_TBILL_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CAD_TBILL_Reuters	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CAD_TBILL_Telerate	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CHF_3M_LIBOR_SWAP_CME_vs_LCH_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CHF_3M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CHF_3M_LIBOR_SWAP_EUREX_vs_LCH_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CHF_3M_LIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CHF_6M_LIBOR_SWAP_CME_vs_LCH_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CHF_6M_LIBORSWAP_CME_vs_LCH_ICAP_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CHF_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CHF_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CHF_Annual_Swap_Rate	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CHF_Annual_Swap_Rate_11_00_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CHF_Annual_Swap_Rate_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CHF_Basis_Swap_3m_vs_6m_LIBOR_11_00_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CHF_ISDAFIX_Swap_Rate	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CHF_LIBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
CHF_LIBOR_BBA	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CHF_LIBOR_BBA_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CHF_LIBOR_ISDA	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CHF_LIBOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CHF_OIS_11_00_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CHF_SARON	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
CHF_SARON_Average_12M	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
CHF_SARON_Average_1M	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
CHF_SARON_Average_1W	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
CHF_SARON_Average_2M	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
CHF_SARON_Average_3M	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
CHF_SARON_Average_6M	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
CHF_SARON_Average_9M	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
CHF_SARON_Compounded_Index	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
CHF_SARON_OIS_Compound_1	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
CHF_SARON_OIS_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CHF_TOIS_OIS_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CHF_USD_Basis_Swaps_11_00_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CL_CLICP_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CLP_ICP	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
CLP_TNA	None	Refers to the Indice Camara Promedio ('ICP') rate for Chilean Pesos which, fo...
CNH_HIBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
CNH_HIBOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CNH_HIBOR_TMA	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CNY_7_Repo_Compounding_Date	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CNY_CNREPOFIX_CFXS_Reuters	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CNY_Deposit_Rate	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
CNY_Fixing_Repo_Rate	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
CNY_LPR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
CNY_PBOCB_Reuters	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CNY_Quarterly_7_day_Repo_Non_Deliverable_Swap_Rate_TRADITION	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CNY_Quarterly_7_day_Repo_Non_Deliverable_Swap_Rate_TRADITION_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CNY_Quarterly_7D_Repo_NDS_Rate_Tradition	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
CNY_Semi_Annual_Swap_Rate_11_00_BGCANTOR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CNY_Semi_Annual_Swap_Rate_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CNY_SHIBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
CNY_SHIBOR_OIS_Compound	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
CNY_Shibor_OIS_Compounding	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CNY_SHIBOR_Reuters	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
COP_IBR_OIS_Compound_1	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
COP_IBR_OIS_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CZK_Annual_Swap_Rate_11_00_BGCANTOR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CZK_Annual_Swap_Rate_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CZK_CZEONIA	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
CZK_CZEONIA_OIS_Compound	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
CZK_PRIBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
CZK_PRIBOR_PRBO	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
CZK_PRIBOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
DKK_CIBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
DKK_CIBOR2	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
DKK_CIBOR2_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
DKK_CIBOR2_DKNA13	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
DKK_CIBOR_DKNA13	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
DKK_CIBOR_DKNA13_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
DKK_CIBOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
DKK_CITA	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
DKK_CITA_DKNA14_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
DKK_DESTR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
DKK_DESTR_Compounded_Index	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
DKK_DESTR_OIS_Compound	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
DKK_DKKOIS_OIS_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
DKK_Tom_Next_OIS_Compound	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
EUR_3M_EURIBOR_SWAP_CME_vs_LCH_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_3M_EURIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_3M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_3M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_6M_EURIBOR_SWAP_CME_vs_LCH_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_6M_EURIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_6M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_6M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_Annual_Swap_Rate_10_00	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_Annual_Swap_Rate_10_00_BGCANTOR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_Annual_Swap_Rate_10_00_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_Annual_Swap_Rate_10_00_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_Annual_Swap_Rate_10_00_SwapMarker	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_Annual_Swap_Rate_10_00_TRADITION	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_Annual_Swap_Rate_11_00	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_Annual_Swap_Rate_11_00_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_Annual_Swap_Rate_11_00_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_Annual_Swap_Rate_11_00_SwapMarker	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_Annual_Swap_Rate_3_Month	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_Annual_Swap_Rate_3_Month_SwapMarker	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_Annual_Swap_Rate_4_15_TRADITION	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_Annual_Swap_Rate_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_Basis_Swap_EONIA_vs_3m_EUR_IBOR_Swap_Rates_A_360_10_00_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_CNO_TEC10	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
EUR_EONIA	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
EUR_EONIA_AVERAGE_1	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_EONIA_Average	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
EUR_EONIA_OIS_10_00_BGCANTOR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_EONIA_OIS_10_00_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_EONIA_OIS_10_00_TRADITION	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_EONIA_OIS_11_00_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_EONIA_OIS_4_15_TRADITION	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_EONIA_OIS_Compound_1	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
EUR_EONIA_OIS_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_EONIA_OIS_COMPOUND_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_EONIA_Swap_Index	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_EURIBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
EUR_EURIBOR_Act_365	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_EURIBOR_Act_365_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_EURIBOR_Annual_Bond_Swap_vs_1m_11_00_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_EURIBOR_Basis_Swap_1m_vs_3m_Euribor_11_00_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_EURIBOR_Basis_Swap_3m_vs_6m_11_00_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_EURIBOR_ICE_Swap_Rate_11_00	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
EUR_EURIBOR_ICE_Swap_Rate_12_00	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
EUR_EURIBOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_EURIBOR_Reuters	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_EURIBOR_Telerate	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_EURONIA_OIS_Compound_1	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
EUR_EURONIA_OIS_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_EuroSTR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
EUR_EuroSTR_Average_12M	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
EUR_EuroSTR_Average_1M	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
EUR_EuroSTR_Average_1W	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
EUR_EuroSTR_Average_3M	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
EUR_EuroSTR_Average_6M	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
EUR_EuroSTR_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_EuroSTR_Compounded_Index	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
EUR_EuroSTR_FTSE_Term	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
EUR_EuroSTR_ICE_Compounded_Index	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
EUR_EuroSTR_ICE_Compounded_Index_0_Floor	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
EUR_EuroSTR_ICE_Compounded_Index_0_Floor_2D_Lag	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
EUR_EuroSTR_ICE_Compounded_Index_0_Floor_5D_Lag	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
EUR_EuroSTR_ICE_Compounded_Index_2D_Lag	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
EUR_EuroSTR_ICE_Compounded_Index_5D_Lag	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
EUR_EuroSTR_ICE_Swap_Rate	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
EUR_EuroSTR_OIS_Compound	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
EUR_EuroSTR_Term	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
EUR_ISDA_EURIBOR_Swap_Rate_11_00	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_ISDA_EURIBOR_Swap_Rate_12_00	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_ISDA_LIBOR_Swap_Rate_10_00	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_ISDA_LIBOR_Swap_Rate_11_00	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_LIBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
EUR_LIBOR_BBA	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_LIBOR_BBA_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_LIBOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_TAM_CDC	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_TEC10_CNO	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_TEC10_CNO_SwapMarker	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_TEC10_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_TEC5_CNO	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_TEC5_CNO_SwapMarker	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_TEC5_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_TMM_CDC_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
EUR_USD_Basis_Swaps_11_00_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GBP_6M_LIBOR_SWAP_CME_vs_LCH_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GBP_6M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GBP_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GBP_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GBP_ISDA_Swap_Rate	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GBP_LIBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
GBP_LIBOR_BBA	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GBP_LIBOR_BBA_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GBP_LIBOR_ICE_Swap_Rate	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
GBP_LIBOR_ISDA	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GBP_LIBOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GBP_RONIA	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
GBP_RONIA_OIS_Compound	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
GBP_Semi_Annual_Swap_Rate	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GBP_Semi_Annual_Swap_Rate_11_00_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GBP_Semi_Annual_Swap_Rate_11_00_TRADITION	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GBP_Semi_Annual_Swap_Rate_4_15_TRADITION	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GBP_Semi_Annual_Swap_Rate_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GBP_Semi_Annual_Swap_Rate_SwapMarker26	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GBP_SONIA	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
GBP_SONIA_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GBP_SONIA_Compounded_Index	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
GBP_SONIA_FTSE_Term	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
GBP_SONIA_ICE_Compounded_Index	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
GBP_SONIA_ICE_Compounded_Index_0_Floor	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
GBP_SONIA_ICE_Compounded_Index_0_Floor_2D_Lag	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
GBP_SONIA_ICE_Compounded_Index_0_Floor_5D_Lag	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
GBP_SONIA_ICE_Compounded_Index_2D_Lag	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
GBP_SONIA_ICE_Compounded_Index_5D_Lag	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
GBP_SONIA_ICE_Swap_Rate	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
GBP_SONIA_ICE_Term	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
GBP_SONIA_OIS_11_00_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GBP_SONIA_OIS_11_00_TRADITION	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GBP_SONIA_OIS_4_15_TRADITION	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GBP_SONIA_OIS_Compound	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
GBP_SONIA_Swap_Rate	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GBP_UK_Base_Rate	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
GBP_USD_Basis_Swaps_11_00_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GBP_WMBA_RONIA_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GBP_WMBA_SONIA_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GRD_ATHIBOR_ATHIBOR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GRD_ATHIBOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GRD_ATHIBOR_Telerate	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GRD_ATHIMID_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
GRD_ATHIMID_Reuters	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
HKD_HIBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
HKD_HIBOR_HIBOR_	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
HKD_HIBOR_HIBOR_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
HKD_HIBOR_HKAB	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
HKD_HIBOR_HKAB_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
HKD_HIBOR_ISDC	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
HKD_HIBOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
HKD_HONIA	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
HKD_HONIA_OIS_Compound	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
HKD_HONIX_OIS_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
HKD_ISDA_Swap_Rate_11_00	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
HKD_ISDA_Swap_Rate_4_00	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
HKD_Quarterly_Annual_Swap_Rate_11_00_BGCANTOR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
HKD_Quarterly_Annual_Swap_Rate_11_00_TRADITION	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
HKD_Quarterly_Annual_Swap_Rate_4_00_BGCANTOR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
HKD_Quarterly_Annual_Swap_Rate_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
HKD_Quarterly_Quarterly_Swap_Rate_11_00_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
HKD_Quarterly_Quarterly_Swap_Rate_4_00_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
HKD_Quarterly_Quarterly_Swap_Rate_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
HUF_BUBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
HUF_BUBOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
HUF_BUBOR_Reuters	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
HUF_HUFONIA	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
HUF_HUFONIA_OIS_Compound	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
IDR_IDMA_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
IDR_IDRFIX	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
IDR_INDONIA	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
IDR_INDONIA_OIS_Compound	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
IDR_JIBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
IDR_JIBOR_Reuters	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
IDR_SBI_Reuters	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
IDR_Semi_Annual_Swap_Rate_11_00_BGCANTOR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
IDR_Semi_Annual_Swap_Rate_Non_deliverable_16_00_Tullett_Prebon	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
IDR_Semi_Annual_Swap_Rate_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
IDR_SOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
IDR_SOR_Reuters	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
IDR_SOR_Telerate	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
ILS_SHIR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
ILS_SHIR_OIS_Compound	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
ILS_TELBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
ILS_TELBOR01_Reuters	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
ILS_TELBOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
INR_BMK	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
INR_CMT	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
INR_FBIL_MIBOR_OIS_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
INR_INBMK_REUTERS	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
INR_MIBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
INR_MIBOR_OIS	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
INR_MIBOR_OIS_Compound_1	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
INR_MIBOR_OIS_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
INR_MIFOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
INR_MIOIS	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
INR_MITOR_OIS_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
INR_Modified_MIFOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
INR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
INR_Semi_Annual_Swap_Rate_11_30_BGCANTOR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
INR_Semi_Annual_Swap_Rate_Non_deliverable_16_00_Tullett_Prebon	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
INR_Semi_Annual_Swap_Rate_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
INR_SORR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
INR_SORR_OIS_Compound	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
ISK_REIBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
ISK_REIBOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
ISK_REIBOR_Reuters	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_Annual_Swap_Rate_11_00_TRADITION	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_Annual_Swap_Rate_3_00_TRADITION	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_BBSF_Bloomberg_10_00	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_BBSF_Bloomberg_15_00	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_Euroyen_TIBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
JPY_ISDA_Swap_Rate_10_00	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_ISDA_Swap_Rate_15_00	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_LIBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
JPY_LIBOR_BBA	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_LIBOR_BBA_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_LIBOR_FRASETT	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_LIBOR_ISDA	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_LIBOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_LIBOR_TSR_10_00	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
JPY_LIBOR_TSR_15_00	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
JPY_LTPR_MHBK	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
JPY_LTPR_MHCB	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_LTPR_TBC	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_MUTANCALL_TONAR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_OIS_11_00_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_OIS_11_00_TRADITION	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_OIS_3_00_TRADITION	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_Quoting_Banks_LIBOR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_STPR_Quoting_Banks	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
JPY_TIBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
JPY_TIBOR_17096	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_TIBOR_17097	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_TIBOR_DTIBOR01	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_TIBOR_TIBM	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_TIBOR_TIBM__10_Banks_	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_TIBOR_TIBM__5_Banks_	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_TIBOR_TIBM__All_Banks_	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_TIBOR_TIBM__All_Banks__Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_TIBOR_TIBM_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_TIBOR_ZTIBOR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_TONA	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
JPY_TONA_Average_180D	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
JPY_TONA_Average_30D	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
JPY_TONA_Average_90D	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
JPY_TONA_Compounded_Index	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
JPY_TONA_ICE_Compounded_Index	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
JPY_TONA_ICE_Compounded_Index_0_Floor	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
JPY_TONA_ICE_Compounded_Index_0_Floor_2D_Lag	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
JPY_TONA_ICE_Compounded_Index_0_Floor_5D_Lag	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
JPY_TONA_ICE_Compounded_Index_2D_Lag	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
JPY_TONA_ICE_Compounded_Index_5D_Lag	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
JPY_TONA_OIS_Compound_1	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
JPY_TONA_OIS_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_TONA_TSR_10_00	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
JPY_TONA_TSR_15_00	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
JPY_TORF_QUICK	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
JPY_TSR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_TSR_Reuters_10_00	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_TSR_Reuters_15_00	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_TSR_Telerate_10_00	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_TSR_Telerate_15_00	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
JPY_USD_Basis_Swaps_11_00_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
KRW_Bond_3222	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
KRW_CD_3220	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
KRW_CD_91D	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
KRW_CD_KSDA_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
KRW_KOFR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
KRW_KOFR_OIS_Compound	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
KRW_Quarterly_Annual_Swap_Rate_3_30_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
MXN_TIIE	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
MXN_TIIE_Banxico	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
MXN_TIIE_Banxico_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
MXN_TIIE_Banxico_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
MXN_TIIE_ON	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
MXN_TIIE_ON_OIS_Compound	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
MXN_TIIE_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
MYR_KLIBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
MYR_KLIBOR_BNM	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
MYR_KLIBOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
MYR_MYOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
MYR_MYOR_OIS_Compound	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
MYR_Quarterly_Swap_Rate_11_00_TRADITION	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
MYR_Quarterly_Swap_Rate_TRADITION_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
NOK_NIBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
NOK_NIBOR_NIBR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
NOK_NIBOR_NIBR_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
NOK_NIBOR_NIBR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
NOK_NIBOR_OIBOR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
NOK_NIBOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
NOK_NOWA	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
NOK_NOWA_OIS_Compound	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
NZD_BBR_BID	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
NZD_BBR_FRA	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
NZD_BBR_ISDC	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
NZD_BBR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
NZD_BBR_Telerate	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
NZD_BKBM_Bid	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
NZD_BKBM_FRA	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
NZD_BKBM_FRA_Swap_Rate_ICAP	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
NZD_NZIONA	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
NZD_NZIONA_OIS_Compound_1	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
NZD_NZIONA_OIS_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
NZD_Semi_Annual_Swap_Rate_11_00_BGCANTOR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
NZD_Semi_Annual_Swap_Rate_BGCANTOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
NZD_Swap_Rate_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
NZD_Swap_Rate_ICAP_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
PHP_ORR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
PHP_PHIREF	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
PHP_PHIREF_BAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
PHP_PHIREF_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
PHP_PHIREF_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
PHP_Semi_Annual_Swap_Rate_11_00_BGCANTOR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
PHP_Semi_Annual_Swap_Rate_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
PLN_POLONIA	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
PLN_POLONIA_OIS_Compound_1	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
PLN_POLONIA_OIS_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
PLN_POLSTR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
PLN_POLSTR_OIS_Compound	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
PLN_WIBID	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
PLN_WIBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
PLN_WIBOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
PLN_WIBOR_WIBO	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
PLN_WIRON	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
PLN_WIRON_OIS_Compound	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
PLZ_WIBOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
PLZ_WIBOR_WIBO	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
REPOFUNDS_RATE_FRANCE_OIS_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
REPOFUNDS_RATE_GERMANY_OIS_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
REPOFUNDS_RATE_ITALY_OIS_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
RON_Annual_Swap_Rate_11_00_BGCANTOR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
RON_Annual_Swap_Rate_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
RON_RBOR_Reuters	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
RON_ROBID	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
RON_ROBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
RUB_Annual_Swap_Rate_11_00_BGCANTOR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
RUB_Annual_Swap_Rate_12_45_TRADITION	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
RUB_Annual_Swap_Rate_4_15_TRADITION	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
RUB_Annual_Swap_Rate_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
RUB_Annual_Swap_Rate_TRADITION_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
RUB_Key_Rate_CBRF	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
RUB_MosPrime	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
RUB_MOSPRIME_NFEA	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
RUB_MOSPRIME_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
RUB_RUONIA	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
RUB_RUONIA_OIS_Compound_1	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
RUB_RUONIA_OIS_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SAR_SAIBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
SAR_SRIOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SAR_SRIOR_SUAA	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SEK_Annual_Swap_Rate	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SEK_Annual_Swap_Rate_SESWFI	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SEK_SIOR_OIS_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SEK_STIBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
SEK_STIBOR_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SEK_STIBOR_OIS_Compound	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
SEK_STIBOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SEK_STIBOR_SIDE	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SEK_SWESTR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
SEK_SWESTR_Average_1M	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
SEK_SWESTR_Average_1W	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
SEK_SWESTR_Average_2M	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
SEK_SWESTR_Average_3M	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
SEK_SWESTR_Average_6M	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
SEK_SWESTR_Compounded_Index	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
SEK_SWESTR_OIS_Compound	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
SGD_Semi_Annual_Currency_Basis_Swap_Rate_11_00_Tullett_Prebon	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SGD_Semi_Annual_Currency_Basis_Swap_Rate_16_00_Tullett_Prebon	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SGD_Semi_Annual_Swap_Rate_11_00_BGCANTOR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SGD_Semi_Annual_Swap_Rate_11_00_Tullett_Prebon	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SGD_Semi_Annual_Swap_Rate_11_00_TRADITION	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SGD_Semi_Annual_Swap_Rate_16_00_Tullett_Prebon	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SGD_Semi_Annual_Swap_Rate_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SGD_Semi_Annual_Swap_Rate_ICAP_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SGD_Semi_Annual_Swap_Rate_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SGD_Semi_Annual_Swap_Rate_TRADITION_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SGD_SIBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
SGD_SIBOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SGD_SIBOR_Reuters	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SGD_SIBOR_Telerate	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SGD_SONAR_OIS_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SGD_SONAR_OIS_VWAP_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SGD_SOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
SGD_SORA	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
SGD_SORA_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SGD_SORA_OIS_Compound	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
SGD_SOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SGD_SOR_Reuters	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SGD_SOR_Telerate	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SGD_SOR_VWAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SGD_SOR_VWAP_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SKK_BRIBOR_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SKK_BRIBOR_BRBO	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SKK_BRIBOR_NBSK07	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
SKK_BRIBOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
THB_Semi_Annual_Swap_Rate_11_00_BGCANTOR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
THB_Semi_Annual_Swap_Rate_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
THB_SOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
THB_SOR_Reuters	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
THB_SOR_Telerate	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
THB_THBFIX	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
THB_THBFIX_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
THB_THBFIX_Reuters	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
THB_THOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
THB_THOR_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
THB_THOR_OIS_Compound	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
TRY_Annual_Swap_Rate_11_00_TRADITION	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
TRY_Annual_Swap_Rate_11_15_BGCANTOR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
TRY_Annual_Swap_Rate_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
TRY_Semi_Annual_Swap_Rate_TRADITION_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
TRY_TLREF	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
TRY_TLREF_OIS_Compound_1	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
TRY_TLREF_OIS_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
TRY_TRLIBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
TRY_TRYIBOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
TRY_TRYIBOR_Reuters	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
TWD_Quarterly_Annual_Swap_Rate_11_00_BGCANTOR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
TWD_Quarterly_Annual_Swap_Rate_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
TWD_Reference_Dealers	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
TWD_Reuters_6165	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
TWD_TAIBIR01	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
TWD_TAIBIR02	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
TWD_TAIBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
TWD_TAIBOR_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
TWD_TAIBOR_Reuters	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
TWD_Telerate_6165	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
TWD_TWCPBA	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
UK_Base_Rate	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_3M_LIBOR_SWAP_CME_vs_LCH_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_3M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_6M_LIBOR_SWAP_CME_vs_LCH_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_6M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_AMERIBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
USD_AMERIBOR_Average_30D	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
USD_AMERIBOR_Average_90D	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
USD_AMERIBOR_Term	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
USD_AMERIBOR_Term_Structure	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
USD_Annual_Swap_Rate_11_00_BGCANTOR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_Annual_Swap_Rate_11_00_TRADITION	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_Annual_Swap_Rate_4_00_TRADITION	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_AXI_Term	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
USD_BA_H_15	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_BA_Reference_Dealers	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_BMA_Municipal_Swap_Index	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_BSBY	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
USD_CD_H_15	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_CD_Reference_Dealers	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_CMS_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_CMS_Reference_Banks_ICAP_SwapPX	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_CMS_Reuters	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_CMS_Telerate	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_CMT	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
USD_CMT_Average_1W	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
USD_CMT_T7051	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_CMT_T7052	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_COF11_FHLBSF	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_COF11_Reuters	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_COF11_Telerate	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_COFI	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
USD_CP_H_15	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_CP_Money_Market_Yield	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
USD_CP_Reference_Dealers	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_CRITR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
USD_Federal_Funds	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
USD_Federal_Funds_H_15	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_Federal_Funds_H_15_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_Federal_Funds_H_15_OIS_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_Federal_Funds_OIS_Compound	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
USD_Federal_Funds_Reference_Dealers	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_FFCB_DISCO	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_FXI_Term	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
USD_ISDAFIX3_Swap_Rate	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_ISDAFIX3_Swap_Rate_3_00	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_ISDA_Swap_Rate	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_ISDA_Swap_Rate_3_00	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_LIBOR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
USD_LIBOR_BBA	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_LIBOR_BBA_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_LIBOR_ICE_Swap_Rate_11_00	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
USD_LIBOR_ICE_Swap_Rate_15_00	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
USD_LIBOR_ISDA	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_LIBOR_LIBO	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_LIBOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_Municipal_Swap_Index	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
USD_Municipal_Swap_Libor_Ratio_11_00_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_Municipal_Swap_Rate_11_00_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_OIS_11_00_BGCANTOR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_OIS_11_00_LON_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_OIS_11_00_NY_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_OIS_11_00_TRADITION	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_OIS_3_00_BGCANTOR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_OIS_3_00_NY_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_OIS_4_00_TRADITION	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_Overnight_Bank_Funding_Rate	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
USD_Prime	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
USD_Prime_H_15	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_Prime_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_S_P_Index_High_Grade	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_SandP_Index_High_Grade	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
USD_SIBOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_SIBOR_SIBO	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_SIFMA_Municipal_Swap_Index	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_SOFR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
USD_SOFR_Average_180D	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
USD_SOFR_Average_30D	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
USD_SOFR_Average_90D	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
USD_SOFR_CME_Term	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
USD_SOFR_COMPOUND	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_SOFR_Compounded_Index	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
USD_SOFR_ICE_Compounded_Index	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
USD_SOFR_ICE_Compounded_Index_0_Floor	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
USD_SOFR_ICE_Compounded_Index_0_Floor_2D_Lag	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
USD_SOFR_ICE_Compounded_Index_0_Floor_5D_Lag	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
USD_SOFR_ICE_Compounded_Index_2D_Lag	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
USD_SOFR_ICE_Compounded_Index_5D_Lag	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
USD_SOFR_ICE_Swap_Rate	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and ...
USD_SOFR_ICE_Swap_Rate_Spreads	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
USD_SOFR_ICE_Term	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
USD_SOFR_OIS_Compound	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
USD_Swap_Rate_BCMP1	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_TBILL_Auction_High_Rate	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
USD_TBILL_H_15	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_TBILL_H_15_Bloomberg	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_TBILL_Secondary_Market	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_TBILL_Secondary_Market_Bond_Equivalent_Yield	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
USD_TIBOR_ISDC	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_TIBOR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_Treasury_19901_3_00_ICAP	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_Treasury_Rate_BCMP1	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_Treasury_Rate_ICAP_BrokerTec	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_Treasury_Rate_SwapMarker100	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_Treasury_Rate_SwapMarker99	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_Treasury_Rate_T19901	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
USD_Treasury_Rate_T500	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
VND_Semi_Annual_Swap_Rate_11_00_BGCANTOR	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
VND_Semi_Annual_Swap_Rate_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
ZAR_DEPOSIT_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
ZAR_DEPOSIT_SAFEX	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
ZAR_JIBAR	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
ZAR_JIBAR_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
ZAR_JIBAR_SAFEX	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
ZAR_Prime_Average_1	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
ZAR_PRIME_AVERAGE	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
ZAR_PRIME_AVERAGE_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
ZAR_Quarterly_Swap_Rate_1_00_TRADITION	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
ZAR_Quarterly_Swap_Rate_5_30_TRADITION	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
ZAR_Quarterly_Swap_Rate_TRADITION_Reference_Banks	None	Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7
ZAR_ZARONIA	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...
ZAR_ZARONIA_OIS_Compound	None	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as ...

Slots

Name	Description
discountingIndex	It specifies the interest payable on collateral delivered under a CSA coverin...
floatingRateIndex	The reference index that is used to specify the floating interest rate
index_	The FRO name that is being mapped to/from
rateSource	The rate source in the case of a variable cap

Identifier and Mapping Information

Schema Source

• from schema: https://w3id.org/lmodel/common-domain-model

LinkML Source

name: FloatingRateIndexEnum
description: The enumerated values to specify the list of floating rate index.
from_schema: https://w3id.org/lmodel/common-domain-model
exact_mappings:
- http://www.fpml.org/coding-scheme/floating-rate-index
rank: 1000
permissible_values:
  AED_EBOR_Reuters:
    text: AED_EBOR_Reuters
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - AED-EBOR-Reuters
  AED_EIBOR:
    text: AED_EIBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - AED-EIBOR
  AUD_AONIA:
    text: AUD_AONIA
    description: 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.
    aliases:
    - AUD-AONIA
  AUD_AONIA_OIS_Compound_1:
    text: AUD_AONIA_OIS_Compound_1
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - AUD-AONIA-OIS Compound
  AUD_AONIA_OIS_COMPOUND:
    text: AUD_AONIA_OIS_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - AUD-AONIA-OIS-COMPOUND
  AUD_AONIA_OIS_COMPOUND_SwapMarker:
    text: AUD_AONIA_OIS_COMPOUND_SwapMarker
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - AUD-AONIA-OIS-COMPOUND-SwapMarker
  AUD_BBR_AUBBSW:
    text: AUD_BBR_AUBBSW
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - AUD-BBR-AUBBSW
  AUD_BBR_BBSW:
    text: AUD_BBR_BBSW
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - AUD-BBR-BBSW
  AUD_BBR_BBSW_Bloomberg:
    text: AUD_BBR_BBSW_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - AUD-BBR-BBSW-Bloomberg
  AUD_BBR_BBSY__BID_:
    text: AUD_BBR_BBSY__BID_
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - AUD-BBR-BBSY (BID)
  AUD_BBR_ISDC:
    text: AUD_BBR_ISDC
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - AUD-BBR-ISDC
  AUD_BBSW:
    text: AUD_BBSW
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - AUD-BBSW
  AUD_BBSW_Quarterly_Swap_Rate_ICAP:
    text: AUD_BBSW_Quarterly_Swap_Rate_ICAP
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - AUD-BBSW Quarterly Swap Rate ICAP
  AUD_BBSW_Semi_Annual_Swap_Rate_ICAP:
    text: AUD_BBSW_Semi_Annual_Swap_Rate_ICAP
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - AUD-BBSW Semi Annual Swap Rate ICAP
  AUD_BBSY_Bid:
    text: AUD_BBSY_Bid
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - AUD-BBSY Bid
  AUD_LIBOR_BBA:
    text: AUD_LIBOR_BBA
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - AUD-LIBOR-BBA
  AUD_LIBOR_BBA_Bloomberg:
    text: AUD_LIBOR_BBA_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - AUD-LIBOR-BBA-Bloomberg
  AUD_LIBOR_Reference_Banks:
    text: AUD_LIBOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - AUD-LIBOR-Reference Banks
  AUD_Quarterly_Swap_Rate_ICAP:
    text: AUD_Quarterly_Swap_Rate_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - AUD-Quarterly Swap Rate-ICAP
  AUD_Quarterly_Swap_Rate_ICAP_Reference_Banks:
    text: AUD_Quarterly_Swap_Rate_ICAP_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - AUD-Quarterly Swap Rate-ICAP-Reference Banks
  AUD_Semi_Annual_Swap_Rate_11_00_BGCANTOR:
    text: AUD_Semi_Annual_Swap_Rate_11_00_BGCANTOR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - AUD-Semi-Annual Swap Rate-11:00-BGCANTOR
  AUD_Semi_Annual_Swap_Rate_BGCANTOR_Reference_Banks:
    text: AUD_Semi_Annual_Swap_Rate_BGCANTOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - AUD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks
  AUD_Semi_annual_Swap_Rate_ICAP:
    text: AUD_Semi_annual_Swap_Rate_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - AUD-Semi-annual Swap Rate-ICAP
  AUD_Semi_Annual_Swap_Rate_ICAP_Reference_Banks:
    text: AUD_Semi_Annual_Swap_Rate_ICAP_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - AUD-Semi-Annual Swap Rate-ICAP-Reference Banks
  AUD_Swap_Rate_Reuters:
    text: AUD_Swap_Rate_Reuters
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - AUD-Swap Rate-Reuters
  BRL_CDI:
    text: BRL_CDI
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - BRL-CDI
  CAD_BA_CDOR:
    text: CAD_BA_CDOR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CAD-BA-CDOR
  CAD_BA_CDOR_Bloomberg:
    text: CAD_BA_CDOR_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CAD-BA-CDOR-Bloomberg
  CAD_BA_ISDD:
    text: CAD_BA_ISDD
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CAD-BA-ISDD
  CAD_BA_Reference_Banks:
    text: CAD_BA_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CAD-BA-Reference Banks
  CAD_BA_Reuters:
    text: CAD_BA_Reuters
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CAD-BA-Reuters
  CAD_BA_Telerate:
    text: CAD_BA_Telerate
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CAD-BA-Telerate
  CAD_CDOR:
    text: CAD_CDOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - CAD-CDOR
  CAD_CORRA:
    text: CAD_CORRA
    description: 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.
    aliases:
    - CAD-CORRA
  CAD_CORRA_CanDeal_TMX_Term:
    text: CAD_CORRA_CanDeal_TMX_Term
    description: 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.
    aliases:
    - CAD-CORRA CanDeal TMX Term
  CAD_CORRA_Compounded_Index:
    text: CAD_CORRA_Compounded_Index
    description: 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.
    aliases:
    - CAD-CORRA Compounded Index
  CAD_CORRA_OIS_Compound_1:
    text: CAD_CORRA_OIS_Compound_1
    description: 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.
    aliases:
    - CAD-CORRA-OIS Compound
  CAD_CORRA_OIS_COMPOUND:
    text: CAD_CORRA_OIS_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CAD-CORRA-OIS-COMPOUND
  CAD_ISDA_Swap_Rate:
    text: CAD_ISDA_Swap_Rate
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CAD-ISDA-Swap Rate
  CAD_LIBOR_BBA:
    text: CAD_LIBOR_BBA
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CAD-LIBOR-BBA
  CAD_LIBOR_BBA_Bloomberg:
    text: CAD_LIBOR_BBA_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CAD-LIBOR-BBA-Bloomberg
  CAD_LIBOR_BBA_SwapMarker:
    text: CAD_LIBOR_BBA_SwapMarker
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CAD-LIBOR-BBA-SwapMarker
  CAD_LIBOR_Reference_Banks:
    text: CAD_LIBOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CAD-LIBOR-Reference Banks
  CAD_REPO_CORRA:
    text: CAD_REPO_CORRA
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CAD-REPO-CORRA
  CAD_TBILL_ISDD:
    text: CAD_TBILL_ISDD
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CAD-TBILL-ISDD
  CAD_TBILL_Reference_Banks:
    text: CAD_TBILL_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CAD-TBILL-Reference Banks
  CAD_TBILL_Reuters:
    text: CAD_TBILL_Reuters
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CAD-TBILL-Reuters
  CAD_TBILL_Telerate:
    text: CAD_TBILL_Telerate
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CAD-TBILL-Telerate
  CHF_3M_LIBOR_SWAP_CME_vs_LCH_ICAP:
    text: CHF_3M_LIBOR_SWAP_CME_vs_LCH_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CHF-3M LIBOR SWAP-CME vs LCH-ICAP
  CHF_3M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg:
    text: CHF_3M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CHF-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg
  CHF_3M_LIBOR_SWAP_EUREX_vs_LCH_ICAP:
    text: CHF_3M_LIBOR_SWAP_EUREX_vs_LCH_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP
  CHF_3M_LIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg:
    text: CHF_3M_LIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
  CHF_6M_LIBOR_SWAP_CME_vs_LCH_ICAP:
    text: CHF_6M_LIBOR_SWAP_CME_vs_LCH_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CHF-6M LIBOR SWAP-CME vs LCH-ICAP
  CHF_6M_LIBORSWAP_CME_vs_LCH_ICAP_Bloomberg:
    text: CHF_6M_LIBORSWAP_CME_vs_LCH_ICAP_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CHF-6M LIBORSWAP-CME vs LCH-ICAP-Bloomberg
  CHF_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP:
    text: CHF_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP
  CHF_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg:
    text: CHF_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
  CHF_Annual_Swap_Rate:
    text: CHF_Annual_Swap_Rate
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CHF-Annual Swap Rate
  CHF_Annual_Swap_Rate_11_00_ICAP:
    text: CHF_Annual_Swap_Rate_11_00_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CHF-Annual Swap Rate-11:00-ICAP
  CHF_Annual_Swap_Rate_Reference_Banks:
    text: CHF_Annual_Swap_Rate_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CHF-Annual Swap Rate-Reference Banks
  CHF_Basis_Swap_3m_vs_6m_LIBOR_11_00_ICAP:
    text: CHF_Basis_Swap_3m_vs_6m_LIBOR_11_00_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CHF-Basis Swap-3m vs 6m-LIBOR-11:00-ICAP
  CHF_ISDAFIX_Swap_Rate:
    text: CHF_ISDAFIX_Swap_Rate
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CHF-ISDAFIX-Swap Rate
  CHF_LIBOR:
    text: CHF_LIBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - CHF-LIBOR
  CHF_LIBOR_BBA:
    text: CHF_LIBOR_BBA
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CHF-LIBOR-BBA
  CHF_LIBOR_BBA_Bloomberg:
    text: CHF_LIBOR_BBA_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CHF-LIBOR-BBA-Bloomberg
  CHF_LIBOR_ISDA:
    text: CHF_LIBOR_ISDA
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CHF-LIBOR-ISDA
  CHF_LIBOR_Reference_Banks:
    text: CHF_LIBOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CHF-LIBOR-Reference Banks
  CHF_OIS_11_00_ICAP:
    text: CHF_OIS_11_00_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CHF-OIS-11:00-ICAP
  CHF_SARON:
    text: CHF_SARON
    description: 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.
    aliases:
    - CHF-SARON
  CHF_SARON_Average_12M:
    text: CHF_SARON_Average_12M
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - CHF-SARON Average 12M
  CHF_SARON_Average_1M:
    text: CHF_SARON_Average_1M
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - CHF-SARON Average 1M
  CHF_SARON_Average_1W:
    text: CHF_SARON_Average_1W
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - CHF-SARON Average 1W
  CHF_SARON_Average_2M:
    text: CHF_SARON_Average_2M
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - CHF-SARON Average 2M
  CHF_SARON_Average_3M:
    text: CHF_SARON_Average_3M
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - CHF-SARON Average 3M
  CHF_SARON_Average_6M:
    text: CHF_SARON_Average_6M
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - CHF-SARON Average 6M
  CHF_SARON_Average_9M:
    text: CHF_SARON_Average_9M
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - CHF-SARON Average 9M
  CHF_SARON_Compounded_Index:
    text: CHF_SARON_Compounded_Index
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - CHF-SARON Compounded Index
  CHF_SARON_OIS_Compound_1:
    text: CHF_SARON_OIS_Compound_1
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - CHF-SARON-OIS Compound
  CHF_SARON_OIS_COMPOUND:
    text: CHF_SARON_OIS_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CHF-SARON-OIS-COMPOUND
  CHF_TOIS_OIS_COMPOUND:
    text: CHF_TOIS_OIS_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CHF-TOIS-OIS-COMPOUND
  CHF_USD_Basis_Swaps_11_00_ICAP:
    text: CHF_USD_Basis_Swaps_11_00_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CHF USD-Basis Swaps-11:00-ICAP
  CL_CLICP_Bloomberg:
    text: CL_CLICP_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CL-CLICP-Bloomberg
  CLP_ICP:
    text: CLP_ICP
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - CLP-ICP
  CLP_TNA:
    text: CLP_TNA
    description: 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.
    aliases:
    - CLP-TNA
  CNH_HIBOR:
    text: CNH_HIBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - CNH-HIBOR
  CNH_HIBOR_Reference_Banks:
    text: CNH_HIBOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CNH-HIBOR-Reference Banks
  CNH_HIBOR_TMA:
    text: CNH_HIBOR_TMA
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CNH-HIBOR-TMA
  CNY_7_Repo_Compounding_Date:
    text: CNY_7_Repo_Compounding_Date
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CNY 7-Repo Compounding Date
  CNY_CNREPOFIX_CFXS_Reuters:
    text: CNY_CNREPOFIX_CFXS_Reuters
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CNY-CNREPOFIX=CFXS-Reuters
  CNY_Deposit_Rate:
    text: CNY_Deposit_Rate
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - CNY-Deposit Rate
  CNY_Fixing_Repo_Rate:
    text: CNY_Fixing_Repo_Rate
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - CNY-Fixing Repo Rate
  CNY_LPR:
    text: CNY_LPR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - CNY-LPR
  CNY_PBOCB_Reuters:
    text: CNY_PBOCB_Reuters
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CNY-PBOCB-Reuters
  CNY_Quarterly_7_day_Repo_Non_Deliverable_Swap_Rate_TRADITION:
    text: CNY_Quarterly_7_day_Repo_Non_Deliverable_Swap_Rate_TRADITION
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION
  CNY_Quarterly_7_day_Repo_Non_Deliverable_Swap_Rate_TRADITION_Reference_Banks:
    text: CNY_Quarterly_7_day_Repo_Non_Deliverable_Swap_Rate_TRADITION_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION-Reference Banks
  CNY_Quarterly_7D_Repo_NDS_Rate_Tradition:
    text: CNY_Quarterly_7D_Repo_NDS_Rate_Tradition
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - CNY-Quarterly 7D Repo NDS Rate Tradition
  CNY_Semi_Annual_Swap_Rate_11_00_BGCANTOR:
    text: CNY_Semi_Annual_Swap_Rate_11_00_BGCANTOR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CNY-Semi-Annual Swap Rate-11:00-BGCANTOR
  CNY_Semi_Annual_Swap_Rate_Reference_Banks:
    text: CNY_Semi_Annual_Swap_Rate_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CNY-Semi-Annual Swap Rate-Reference Banks
  CNY_SHIBOR:
    text: CNY_SHIBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - CNY-SHIBOR
  CNY_SHIBOR_OIS_Compound:
    text: CNY_SHIBOR_OIS_Compound
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - CNY-SHIBOR-OIS Compound
  CNY_Shibor_OIS_Compounding:
    text: CNY_Shibor_OIS_Compounding
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CNY-Shibor-OIS-Compounding
  CNY_SHIBOR_Reuters:
    text: CNY_SHIBOR_Reuters
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction..
    aliases:
    - CNY-SHIBOR-Reuters
  COP_IBR_OIS_Compound_1:
    text: COP_IBR_OIS_Compound_1
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - COP-IBR-OIS Compound
  COP_IBR_OIS_COMPOUND:
    text: COP_IBR_OIS_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - COP-IBR-OIS-COMPOUND
  CZK_Annual_Swap_Rate_11_00_BGCANTOR:
    text: CZK_Annual_Swap_Rate_11_00_BGCANTOR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CZK-Annual Swap Rate-11:00-BGCANTOR
  CZK_Annual_Swap_Rate_Reference_Banks:
    text: CZK_Annual_Swap_Rate_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CZK-Annual Swap Rate-Reference Banks
  CZK_CZEONIA:
    text: CZK_CZEONIA
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - CZK-CZEONIA
  CZK_CZEONIA_OIS_Compound:
    text: CZK_CZEONIA_OIS_Compound
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - CZK-CZEONIA-OIS Compound
  CZK_PRIBOR:
    text: CZK_PRIBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - CZK-PRIBOR
  CZK_PRIBOR_PRBO:
    text: CZK_PRIBOR_PRBO
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CZK-PRIBOR-PRBO
  CZK_PRIBOR_Reference_Banks:
    text: CZK_PRIBOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - CZK-PRIBOR-Reference Banks
  DKK_CIBOR:
    text: DKK_CIBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - DKK-CIBOR
  DKK_CIBOR2:
    text: DKK_CIBOR2
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - DKK-CIBOR2
  DKK_CIBOR2_Bloomberg:
    text: DKK_CIBOR2_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - DKK-CIBOR2-Bloomberg
  DKK_CIBOR2_DKNA13:
    text: DKK_CIBOR2_DKNA13
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - DKK-CIBOR2-DKNA13
  DKK_CIBOR_DKNA13:
    text: DKK_CIBOR_DKNA13
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - DKK-CIBOR-DKNA13
  DKK_CIBOR_DKNA13_Bloomberg:
    text: DKK_CIBOR_DKNA13_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - DKK-CIBOR-DKNA13-Bloomberg
  DKK_CIBOR_Reference_Banks:
    text: DKK_CIBOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - DKK-CIBOR-Reference Banks
  DKK_CITA:
    text: DKK_CITA
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - DKK-CITA
  DKK_CITA_DKNA14_COMPOUND:
    text: DKK_CITA_DKNA14_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - DKK-CITA-DKNA14-COMPOUND
  DKK_DESTR:
    text: DKK_DESTR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - DKK-DESTR
  DKK_DESTR_Compounded_Index:
    text: DKK_DESTR_Compounded_Index
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - DKK-DESTR Compounded Index
  DKK_DESTR_OIS_Compound:
    text: DKK_DESTR_OIS_Compound
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - DKK-DESTR-OIS Compound
  DKK_DKKOIS_OIS_COMPOUND:
    text: DKK_DKKOIS_OIS_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - DKK-DKKOIS-OIS-COMPOUND
  DKK_Tom_Next_OIS_Compound:
    text: DKK_Tom_Next_OIS_Compound
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - DKK-Tom Next-OIS Compound
  EUR_3M_EURIBOR_SWAP_CME_vs_LCH_ICAP:
    text: EUR_3M_EURIBOR_SWAP_CME_vs_LCH_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-3M EURIBOR SWAP-CME vs LCH-ICAP
  EUR_3M_EURIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg:
    text: EUR_3M_EURIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-3M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg
  EUR_3M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP:
    text: EUR_3M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP
  EUR_3M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg:
    text: EUR_3M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
  EUR_6M_EURIBOR_SWAP_CME_vs_LCH_ICAP:
    text: EUR_6M_EURIBOR_SWAP_CME_vs_LCH_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-6M EURIBOR SWAP-CME vs LCH-ICAP
  EUR_6M_EURIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg:
    text: EUR_6M_EURIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-6M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg
  EUR_6M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP:
    text: EUR_6M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP
  EUR_6M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg:
    text: EUR_6M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
  EUR_Annual_Swap_Rate_10_00:
    text: EUR_Annual_Swap_Rate_10_00
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-Annual Swap Rate-10:00
  EUR_Annual_Swap_Rate_10_00_BGCANTOR:
    text: EUR_Annual_Swap_Rate_10_00_BGCANTOR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-Annual Swap Rate-10:00-BGCANTOR
  EUR_Annual_Swap_Rate_10_00_Bloomberg:
    text: EUR_Annual_Swap_Rate_10_00_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-Annual Swap Rate-10:00-Bloomberg
  EUR_Annual_Swap_Rate_10_00_ICAP:
    text: EUR_Annual_Swap_Rate_10_00_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-Annual Swap Rate-10:00-ICAP
  EUR_Annual_Swap_Rate_10_00_SwapMarker:
    text: EUR_Annual_Swap_Rate_10_00_SwapMarker
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-Annual Swap Rate-10:00-SwapMarker
  EUR_Annual_Swap_Rate_10_00_TRADITION:
    text: EUR_Annual_Swap_Rate_10_00_TRADITION
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-Annual Swap Rate-10:00-TRADITION
  EUR_Annual_Swap_Rate_11_00:
    text: EUR_Annual_Swap_Rate_11_00
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-Annual Swap Rate-11:00
  EUR_Annual_Swap_Rate_11_00_Bloomberg:
    text: EUR_Annual_Swap_Rate_11_00_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-Annual Swap Rate-11:00-Bloomberg
  EUR_Annual_Swap_Rate_11_00_ICAP:
    text: EUR_Annual_Swap_Rate_11_00_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-Annual Swap Rate-11:00-ICAP
  EUR_Annual_Swap_Rate_11_00_SwapMarker:
    text: EUR_Annual_Swap_Rate_11_00_SwapMarker
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-Annual Swap Rate-11:00-SwapMarker
  EUR_Annual_Swap_Rate_3_Month:
    text: EUR_Annual_Swap_Rate_3_Month
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-Annual Swap Rate-3 Month
  EUR_Annual_Swap_Rate_3_Month_SwapMarker:
    text: EUR_Annual_Swap_Rate_3_Month_SwapMarker
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-Annual Swap Rate-3 Month-SwapMarker
  EUR_Annual_Swap_Rate_4_15_TRADITION:
    text: EUR_Annual_Swap_Rate_4_15_TRADITION
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-Annual Swap Rate-4:15-TRADITION
  EUR_Annual_Swap_Rate_Reference_Banks:
    text: EUR_Annual_Swap_Rate_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-Annual Swap Rate-Reference Banks
  EUR_Basis_Swap_EONIA_vs_3m_EUR_IBOR_Swap_Rates_A_360_10_00_ICAP:
    text: EUR_Basis_Swap_EONIA_vs_3m_EUR_IBOR_Swap_Rates_A_360_10_00_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR Basis Swap-EONIA vs 3m EUR+IBOR Swap Rates-A/360-10:00-ICAP
  EUR_CNO_TEC10:
    text: EUR_CNO_TEC10
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - EUR-CNO TEC10
  EUR_EONIA:
    text: EUR_EONIA
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - EUR-EONIA
  EUR_EONIA_AVERAGE_1:
    text: EUR_EONIA_AVERAGE_1
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-EONIA-AVERAGE
  EUR_EONIA_Average:
    text: EUR_EONIA_Average
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - EUR-EONIA-Average
  EUR_EONIA_OIS_10_00_BGCANTOR:
    text: EUR_EONIA_OIS_10_00_BGCANTOR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-EONIA-OIS-10:00-BGCANTOR
  EUR_EONIA_OIS_10_00_ICAP:
    text: EUR_EONIA_OIS_10_00_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-EONIA-OIS-10:00-ICAP
  EUR_EONIA_OIS_10_00_TRADITION:
    text: EUR_EONIA_OIS_10_00_TRADITION
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-EONIA-OIS-10:00-TRADITION
  EUR_EONIA_OIS_11_00_ICAP:
    text: EUR_EONIA_OIS_11_00_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-EONIA-OIS-11:00-ICAP
  EUR_EONIA_OIS_4_15_TRADITION:
    text: EUR_EONIA_OIS_4_15_TRADITION
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-EONIA-OIS-4:15-TRADITION
  EUR_EONIA_OIS_Compound_1:
    text: EUR_EONIA_OIS_Compound_1
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - EUR-EONIA-OIS Compound
  EUR_EONIA_OIS_COMPOUND:
    text: EUR_EONIA_OIS_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-EONIA-OIS-COMPOUND
  EUR_EONIA_OIS_COMPOUND_Bloomberg:
    text: EUR_EONIA_OIS_COMPOUND_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-EONIA-OIS-COMPOUND-Bloomberg
  EUR_EONIA_Swap_Index:
    text: EUR_EONIA_Swap_Index
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-EONIA-Swap-Index
  EUR_EURIBOR:
    text: EUR_EURIBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - EUR-EURIBOR
  EUR_EURIBOR_Act_365:
    text: EUR_EURIBOR_Act_365
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-EURIBOR-Act/365
  EUR_EURIBOR_Act_365_Bloomberg:
    text: EUR_EURIBOR_Act_365_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-EURIBOR-Act/365-Bloomberg
  EUR_EURIBOR_Annual_Bond_Swap_vs_1m_11_00_ICAP:
    text: EUR_EURIBOR_Annual_Bond_Swap_vs_1m_11_00_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR EURIBOR-Annual Bond Swap vs 1m-11:00-ICAP
  EUR_EURIBOR_Basis_Swap_1m_vs_3m_Euribor_11_00_ICAP:
    text: EUR_EURIBOR_Basis_Swap_1m_vs_3m_Euribor_11_00_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR EURIBOR-Basis Swap-1m vs 3m-Euribor-11:00-ICAP
  EUR_EURIBOR_Basis_Swap_3m_vs_6m_11_00_ICAP:
    text: EUR_EURIBOR_Basis_Swap_3m_vs_6m_11_00_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR EURIBOR-Basis Swap-3m vs 6m-11:00-ICAP
  EUR_EURIBOR_ICE_Swap_Rate_11_00:
    text: EUR_EURIBOR_ICE_Swap_Rate_11_00
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - EUR-EURIBOR ICE Swap Rate-11:00
  EUR_EURIBOR_ICE_Swap_Rate_12_00:
    text: EUR_EURIBOR_ICE_Swap_Rate_12_00
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - EUR-EURIBOR ICE Swap Rate-12:00
  EUR_EURIBOR_Reference_Banks:
    text: EUR_EURIBOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-EURIBOR-Reference Banks
  EUR_EURIBOR_Reuters:
    text: EUR_EURIBOR_Reuters
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-EURIBOR-Reuters
  EUR_EURIBOR_Telerate:
    text: EUR_EURIBOR_Telerate
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-EURIBOR-Telerate
  EUR_EURONIA_OIS_Compound_1:
    text: EUR_EURONIA_OIS_Compound_1
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - EUR-EURONIA-OIS Compound
  EUR_EURONIA_OIS_COMPOUND:
    text: EUR_EURONIA_OIS_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-EURONIA-OIS-COMPOUND
  EUR_EuroSTR:
    text: EUR_EuroSTR
    description: 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.
    aliases:
    - EUR-EuroSTR
  EUR_EuroSTR_Average_12M:
    text: EUR_EuroSTR_Average_12M
    description: 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.
    aliases:
    - EUR-EuroSTR Average 12M
  EUR_EuroSTR_Average_1M:
    text: EUR_EuroSTR_Average_1M
    description: 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.
    aliases:
    - EUR-EuroSTR Average 1M
  EUR_EuroSTR_Average_1W:
    text: EUR_EuroSTR_Average_1W
    description: 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.
    aliases:
    - EUR-EuroSTR Average 1W
  EUR_EuroSTR_Average_3M:
    text: EUR_EuroSTR_Average_3M
    description: 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.
    aliases:
    - EUR-EuroSTR Average 3M
  EUR_EuroSTR_Average_6M:
    text: EUR_EuroSTR_Average_6M
    description: 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.
    aliases:
    - EUR-EuroSTR Average 6M
  EUR_EuroSTR_COMPOUND:
    text: EUR_EuroSTR_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-EuroSTR-COMPOUND
  EUR_EuroSTR_Compounded_Index:
    text: EUR_EuroSTR_Compounded_Index
    description: 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.
    aliases:
    - EUR-EuroSTR Compounded Index
  EUR_EuroSTR_FTSE_Term:
    text: EUR_EuroSTR_FTSE_Term
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - EUR-EuroSTR FTSE Term
  EUR_EuroSTR_ICE_Compounded_Index:
    text: EUR_EuroSTR_ICE_Compounded_Index
    description: 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.
    aliases:
    - EUR-EuroSTR ICE Compounded Index
  EUR_EuroSTR_ICE_Compounded_Index_0_Floor:
    text: EUR_EuroSTR_ICE_Compounded_Index_0_Floor
    description: 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.
    aliases:
    - EUR-EuroSTR ICE Compounded Index 0 Floor
  EUR_EuroSTR_ICE_Compounded_Index_0_Floor_2D_Lag:
    text: EUR_EuroSTR_ICE_Compounded_Index_0_Floor_2D_Lag
    description: 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.
    aliases:
    - EUR-EuroSTR ICE Compounded Index 0 Floor 2D Lag
  EUR_EuroSTR_ICE_Compounded_Index_0_Floor_5D_Lag:
    text: EUR_EuroSTR_ICE_Compounded_Index_0_Floor_5D_Lag
    description: 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.
    aliases:
    - EUR-EuroSTR ICE Compounded Index 0 Floor 5D Lag
  EUR_EuroSTR_ICE_Compounded_Index_2D_Lag:
    text: EUR_EuroSTR_ICE_Compounded_Index_2D_Lag
    description: 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.
    aliases:
    - EUR-EuroSTR ICE Compounded Index 2D Lag
  EUR_EuroSTR_ICE_Compounded_Index_5D_Lag:
    text: EUR_EuroSTR_ICE_Compounded_Index_5D_Lag
    description: 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.
    aliases:
    - EUR-EuroSTR ICE Compounded Index 5D Lag
  EUR_EuroSTR_ICE_Swap_Rate:
    text: EUR_EuroSTR_ICE_Swap_Rate
    description: 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.
    aliases:
    - EUR-EuroSTR ICE Swap Rate
  EUR_EuroSTR_OIS_Compound:
    text: EUR_EuroSTR_OIS_Compound
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - EUR-EuroSTR-OIS Compound
  EUR_EuroSTR_Term:
    text: EUR_EuroSTR_Term
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - EUR-EuroSTR Term
  EUR_ISDA_EURIBOR_Swap_Rate_11_00:
    text: EUR_ISDA_EURIBOR_Swap_Rate_11_00
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-ISDA-EURIBOR Swap Rate-11:00
  EUR_ISDA_EURIBOR_Swap_Rate_12_00:
    text: EUR_ISDA_EURIBOR_Swap_Rate_12_00
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-ISDA-EURIBOR Swap Rate-12:00
  EUR_ISDA_LIBOR_Swap_Rate_10_00:
    text: EUR_ISDA_LIBOR_Swap_Rate_10_00
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-ISDA-LIBOR Swap Rate-10:00
  EUR_ISDA_LIBOR_Swap_Rate_11_00:
    text: EUR_ISDA_LIBOR_Swap_Rate_11_00
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-ISDA-LIBOR Swap Rate-11:00
  EUR_LIBOR:
    text: EUR_LIBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - EUR-LIBOR
  EUR_LIBOR_BBA:
    text: EUR_LIBOR_BBA
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-LIBOR-BBA
  EUR_LIBOR_BBA_Bloomberg:
    text: EUR_LIBOR_BBA_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-LIBOR-BBA-Bloomberg
  EUR_LIBOR_Reference_Banks:
    text: EUR_LIBOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-LIBOR-Reference Banks
  EUR_TAM_CDC:
    text: EUR_TAM_CDC
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-TAM-CDC
  EUR_TEC10_CNO:
    text: EUR_TEC10_CNO
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-TEC10-CNO
  EUR_TEC10_CNO_SwapMarker:
    text: EUR_TEC10_CNO_SwapMarker
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-TEC10-CNO-SwapMarker
  EUR_TEC10_Reference_Banks:
    text: EUR_TEC10_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-TEC10-Reference Banks
  EUR_TEC5_CNO:
    text: EUR_TEC5_CNO
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-TEC5-CNO
  EUR_TEC5_CNO_SwapMarker:
    text: EUR_TEC5_CNO_SwapMarker
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-TEC5-CNO-SwapMarker
  EUR_TEC5_Reference_Banks:
    text: EUR_TEC5_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-TEC5-Reference Banks
  EUR_TMM_CDC_COMPOUND:
    text: EUR_TMM_CDC_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR-TMM-CDC-COMPOUND
  EUR_USD_Basis_Swaps_11_00_ICAP:
    text: EUR_USD_Basis_Swaps_11_00_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - EUR USD-Basis Swaps-11:00-ICAP
  GBP_6M_LIBOR_SWAP_CME_vs_LCH_ICAP:
    text: GBP_6M_LIBOR_SWAP_CME_vs_LCH_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GBP-6M LIBOR SWAP-CME vs LCH-ICAP
  GBP_6M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg:
    text: GBP_6M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GBP-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg
  GBP_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP:
    text: GBP_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP
  GBP_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg:
    text: GBP_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg
  GBP_ISDA_Swap_Rate:
    text: GBP_ISDA_Swap_Rate
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GBP-ISDA-Swap Rate
  GBP_LIBOR:
    text: GBP_LIBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - GBP-LIBOR
  GBP_LIBOR_BBA:
    text: GBP_LIBOR_BBA
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GBP-LIBOR-BBA
  GBP_LIBOR_BBA_Bloomberg:
    text: GBP_LIBOR_BBA_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GBP-LIBOR-BBA-Bloomberg
  GBP_LIBOR_ICE_Swap_Rate:
    text: GBP_LIBOR_ICE_Swap_Rate
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - GBP-LIBOR ICE Swap Rate
  GBP_LIBOR_ISDA:
    text: GBP_LIBOR_ISDA
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GBP-LIBOR-ISDA
  GBP_LIBOR_Reference_Banks:
    text: GBP_LIBOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GBP-LIBOR-Reference Banks
  GBP_RONIA:
    text: GBP_RONIA
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - GBP-RONIA
  GBP_RONIA_OIS_Compound:
    text: GBP_RONIA_OIS_Compound
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - GBP-RONIA-OIS Compound
  GBP_Semi_Annual_Swap_Rate:
    text: GBP_Semi_Annual_Swap_Rate
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GBP-Semi-Annual Swap Rate
  GBP_Semi_Annual_Swap_Rate_11_00_ICAP:
    text: GBP_Semi_Annual_Swap_Rate_11_00_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GBP-Semi-Annual Swap Rate-11:00-ICAP
  GBP_Semi_Annual_Swap_Rate_11_00_TRADITION:
    text: GBP_Semi_Annual_Swap_Rate_11_00_TRADITION
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GBP-Semi Annual Swap Rate-11:00-TRADITION
  GBP_Semi_Annual_Swap_Rate_4_15_TRADITION:
    text: GBP_Semi_Annual_Swap_Rate_4_15_TRADITION
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GBP-Semi Annual Swap Rate-4:15-TRADITION
  GBP_Semi_Annual_Swap_Rate_Reference_Banks:
    text: GBP_Semi_Annual_Swap_Rate_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GBP-Semi-Annual Swap Rate-Reference Banks
  GBP_Semi_Annual_Swap_Rate_SwapMarker26:
    text: GBP_Semi_Annual_Swap_Rate_SwapMarker26
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GBP-Semi-Annual Swap Rate-SwapMarker26
  GBP_SONIA:
    text: GBP_SONIA
    description: 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.
    aliases:
    - GBP-SONIA
  GBP_SONIA_COMPOUND:
    text: GBP_SONIA_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GBP-SONIA-COMPOUND
  GBP_SONIA_Compounded_Index:
    text: GBP_SONIA_Compounded_Index
    description: 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.
    aliases:
    - GBP-SONIA Compounded Index
  GBP_SONIA_FTSE_Term:
    text: GBP_SONIA_FTSE_Term
    description: 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.
    aliases:
    - GBP-SONIA FTSE Term
  GBP_SONIA_ICE_Compounded_Index:
    text: GBP_SONIA_ICE_Compounded_Index
    description: 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.
    aliases:
    - GBP-SONIA ICE Compounded Index
  GBP_SONIA_ICE_Compounded_Index_0_Floor:
    text: GBP_SONIA_ICE_Compounded_Index_0_Floor
    description: 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.
    aliases:
    - GBP-SONIA ICE Compounded Index 0 Floor
  GBP_SONIA_ICE_Compounded_Index_0_Floor_2D_Lag:
    text: GBP_SONIA_ICE_Compounded_Index_0_Floor_2D_Lag
    description: 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.
    aliases:
    - GBP-SONIA ICE Compounded Index 0 Floor 2D Lag
  GBP_SONIA_ICE_Compounded_Index_0_Floor_5D_Lag:
    text: GBP_SONIA_ICE_Compounded_Index_0_Floor_5D_Lag
    description: 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.
    aliases:
    - GBP-SONIA ICE Compounded Index 0 Floor 5D Lag
  GBP_SONIA_ICE_Compounded_Index_2D_Lag:
    text: GBP_SONIA_ICE_Compounded_Index_2D_Lag
    description: 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.
    aliases:
    - GBP-SONIA ICE Compounded Index 2D Lag
  GBP_SONIA_ICE_Compounded_Index_5D_Lag:
    text: GBP_SONIA_ICE_Compounded_Index_5D_Lag
    description: 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.
    aliases:
    - GBP-SONIA ICE Compounded Index 5D Lag
  GBP_SONIA_ICE_Swap_Rate:
    text: GBP_SONIA_ICE_Swap_Rate
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - GBP-SONIA ICE Swap Rate
  GBP_SONIA_ICE_Term:
    text: GBP_SONIA_ICE_Term
    description: 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.
    aliases:
    - GBP-SONIA ICE Term
  GBP_SONIA_OIS_11_00_ICAP:
    text: GBP_SONIA_OIS_11_00_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GBP-SONIA-OIS-11:00-ICAP
  GBP_SONIA_OIS_11_00_TRADITION:
    text: GBP_SONIA_OIS_11_00_TRADITION
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GBP-SONIA-OIS-11:00-TRADITION
  GBP_SONIA_OIS_4_15_TRADITION:
    text: GBP_SONIA_OIS_4_15_TRADITION
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GBP-SONIA-OIS-4:15-TRADITION
  GBP_SONIA_OIS_Compound:
    text: GBP_SONIA_OIS_Compound
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - GBP-SONIA-OIS Compound
  GBP_SONIA_Swap_Rate:
    text: GBP_SONIA_Swap_Rate
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GBP-SONIA Swap Rate
  GBP_UK_Base_Rate:
    text: GBP_UK_Base_Rate
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - GBP-UK Base Rate
  GBP_USD_Basis_Swaps_11_00_ICAP:
    text: GBP_USD_Basis_Swaps_11_00_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GBP USD-Basis Swaps-11:00-ICAP
  GBP_WMBA_RONIA_COMPOUND:
    text: GBP_WMBA_RONIA_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GBP-WMBA-RONIA-COMPOUND
  GBP_WMBA_SONIA_COMPOUND:
    text: GBP_WMBA_SONIA_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GBP-WMBA-SONIA-COMPOUND
  GRD_ATHIBOR_ATHIBOR:
    text: GRD_ATHIBOR_ATHIBOR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GRD-ATHIBOR-ATHIBOR
  GRD_ATHIBOR_Reference_Banks:
    text: GRD_ATHIBOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GRD-ATHIBOR-Reference Banks
  GRD_ATHIBOR_Telerate:
    text: GRD_ATHIBOR_Telerate
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GRD-ATHIBOR-Telerate
  GRD_ATHIMID_Reference_Banks:
    text: GRD_ATHIMID_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GRD-ATHIMID-Reference Banks
  GRD_ATHIMID_Reuters:
    text: GRD_ATHIMID_Reuters
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - GRD-ATHIMID-Reuters
  HKD_HIBOR:
    text: HKD_HIBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - HKD-HIBOR
  HKD_HIBOR_HIBOR_:
    text: HKD_HIBOR_HIBOR_
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - HKD-HIBOR-HIBOR=
  HKD_HIBOR_HIBOR_Bloomberg:
    text: HKD_HIBOR_HIBOR_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - HKD-HIBOR-HIBOR-Bloomberg
  HKD_HIBOR_HKAB:
    text: HKD_HIBOR_HKAB
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - HKD-HIBOR-HKAB
  HKD_HIBOR_HKAB_Bloomberg:
    text: HKD_HIBOR_HKAB_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - HKD-HIBOR-HKAB-Bloomberg
  HKD_HIBOR_ISDC:
    text: HKD_HIBOR_ISDC
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - HKD-HIBOR-ISDC
  HKD_HIBOR_Reference_Banks:
    text: HKD_HIBOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - HKD-HIBOR-Reference Banks
  HKD_HONIA:
    text: HKD_HONIA
    description: 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.
    aliases:
    - HKD-HONIA
  HKD_HONIA_OIS_Compound:
    text: HKD_HONIA_OIS_Compound
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - HKD-HONIA-OIS Compound
  HKD_HONIX_OIS_COMPOUND:
    text: HKD_HONIX_OIS_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - HKD-HONIX-OIS-COMPOUND
  HKD_ISDA_Swap_Rate_11_00:
    text: HKD_ISDA_Swap_Rate_11_00
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - HKD-ISDA-Swap Rate-11:00
  HKD_ISDA_Swap_Rate_4_00:
    text: HKD_ISDA_Swap_Rate_4_00
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - HKD-ISDA-Swap Rate-4:00
  HKD_Quarterly_Annual_Swap_Rate_11_00_BGCANTOR:
    text: HKD_Quarterly_Annual_Swap_Rate_11_00_BGCANTOR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR
  HKD_Quarterly_Annual_Swap_Rate_11_00_TRADITION:
    text: HKD_Quarterly_Annual_Swap_Rate_11_00_TRADITION
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - HKD-Quarterly-Annual Swap Rate-11:00-TRADITION
  HKD_Quarterly_Annual_Swap_Rate_4_00_BGCANTOR:
    text: HKD_Quarterly_Annual_Swap_Rate_4_00_BGCANTOR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR
  HKD_Quarterly_Annual_Swap_Rate_Reference_Banks:
    text: HKD_Quarterly_Annual_Swap_Rate_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - HKD-Quarterly-Annual Swap Rate-Reference Banks
  HKD_Quarterly_Quarterly_Swap_Rate_11_00_ICAP:
    text: HKD_Quarterly_Quarterly_Swap_Rate_11_00_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP
  HKD_Quarterly_Quarterly_Swap_Rate_4_00_ICAP:
    text: HKD_Quarterly_Quarterly_Swap_Rate_4_00_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP
  HKD_Quarterly_Quarterly_Swap_Rate_Reference_Banks:
    text: HKD_Quarterly_Quarterly_Swap_Rate_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - HKD-Quarterly-Quarterly Swap Rate-Reference Banks
  HUF_BUBOR:
    text: HUF_BUBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - HUF-BUBOR
  HUF_BUBOR_Reference_Banks:
    text: HUF_BUBOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - HUF-BUBOR-Reference Banks
  HUF_BUBOR_Reuters:
    text: HUF_BUBOR_Reuters
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - HUF-BUBOR-Reuters
  HUF_HUFONIA:
    text: HUF_HUFONIA
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - HUF-HUFONIA
  HUF_HUFONIA_OIS_Compound:
    text: HUF_HUFONIA_OIS_Compound
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - HUF-HUFONIA-OIS Compound
  IDR_IDMA_Bloomberg:
    text: IDR_IDMA_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - IDR-IDMA-Bloomberg
  IDR_IDRFIX:
    text: IDR_IDRFIX
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - IDR-IDRFIX
  IDR_INDONIA:
    text: IDR_INDONIA
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - IDR-INDONIA
  IDR_INDONIA_OIS_Compound:
    text: IDR_INDONIA_OIS_Compound
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - IDR-INDONIA-OIS Compound
  IDR_JIBOR:
    text: IDR_JIBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - IDR-JIBOR
  IDR_JIBOR_Reuters:
    text: IDR_JIBOR_Reuters
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - IDR-JIBOR-Reuters
  IDR_SBI_Reuters:
    text: IDR_SBI_Reuters
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - IDR-SBI-Reuters
  IDR_Semi_Annual_Swap_Rate_11_00_BGCANTOR:
    text: IDR_Semi_Annual_Swap_Rate_11_00_BGCANTOR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - IDR-Semi-Annual Swap Rate-11:00-BGCANTOR
  IDR_Semi_Annual_Swap_Rate_Non_deliverable_16_00_Tullett_Prebon:
    text: IDR_Semi_Annual_Swap_Rate_Non_deliverable_16_00_Tullett_Prebon
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - IDR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon
  IDR_Semi_Annual_Swap_Rate_Reference_Banks:
    text: IDR_Semi_Annual_Swap_Rate_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - IDR-Semi-Annual Swap Rate-Reference Banks
  IDR_SOR_Reference_Banks:
    text: IDR_SOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - IDR-SOR-Reference Banks
  IDR_SOR_Reuters:
    text: IDR_SOR_Reuters
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - IDR-SOR-Reuters
  IDR_SOR_Telerate:
    text: IDR_SOR_Telerate
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - IDR-SOR-Telerate
  ILS_SHIR:
    text: ILS_SHIR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - ILS-SHIR
  ILS_SHIR_OIS_Compound:
    text: ILS_SHIR_OIS_Compound
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - ILS-SHIR-OIS Compound
  ILS_TELBOR:
    text: ILS_TELBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - ILS-TELBOR
  ILS_TELBOR01_Reuters:
    text: ILS_TELBOR01_Reuters
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - ILS-TELBOR01-Reuters
  ILS_TELBOR_Reference_Banks:
    text: ILS_TELBOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - ILS-TELBOR-Reference Banks
  INR_BMK:
    text: INR_BMK
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - INR-BMK
  INR_CMT:
    text: INR_CMT
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - INR-CMT
  INR_FBIL_MIBOR_OIS_COMPOUND:
    text: INR_FBIL_MIBOR_OIS_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - INR-FBIL-MIBOR-OIS-COMPOUND
  INR_INBMK_REUTERS:
    text: INR_INBMK_REUTERS
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - INR-INBMK-REUTERS
  INR_MIBOR:
    text: INR_MIBOR
    description: 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.
    aliases:
    - INR-MIBOR
  INR_MIBOR_OIS:
    text: INR_MIBOR_OIS
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - INR-MIBOR OIS
  INR_MIBOR_OIS_Compound_1:
    text: INR_MIBOR_OIS_Compound_1
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - INR-MIBOR-OIS Compound
  INR_MIBOR_OIS_COMPOUND:
    text: INR_MIBOR_OIS_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - INR-MIBOR-OIS-COMPOUND
  INR_MIFOR:
    text: INR_MIFOR
    description: 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.
    aliases:
    - INR-MIFOR
  INR_MIOIS:
    text: INR_MIOIS
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - INR-MIOIS
  INR_MITOR_OIS_COMPOUND:
    text: INR_MITOR_OIS_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - INR-MITOR-OIS-COMPOUND
  INR_Modified_MIFOR:
    text: INR_Modified_MIFOR
    description: 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.
    aliases:
    - INR-Modified MIFOR
  INR_Reference_Banks:
    text: INR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - INR-Reference Banks
  INR_Semi_Annual_Swap_Rate_11_30_BGCANTOR:
    text: INR_Semi_Annual_Swap_Rate_11_30_BGCANTOR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - INR-Semi-Annual Swap Rate-11:30-BGCANTOR
  INR_Semi_Annual_Swap_Rate_Non_deliverable_16_00_Tullett_Prebon:
    text: INR_Semi_Annual_Swap_Rate_Non_deliverable_16_00_Tullett_Prebon
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - INR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon
  INR_Semi_Annual_Swap_Rate_Reference_Banks:
    text: INR_Semi_Annual_Swap_Rate_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - INR-Semi-Annual Swap Rate-Reference Banks
  INR_SORR:
    text: INR_SORR
    description: 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.
    aliases:
    - INR-SORR
  INR_SORR_OIS_Compound:
    text: INR_SORR_OIS_Compound
    description: 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.
    aliases:
    - INR-SORR-OIS Compound
  ISK_REIBOR:
    text: ISK_REIBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - ISK-REIBOR
  ISK_REIBOR_Reference_Banks:
    text: ISK_REIBOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - ISK-REIBOR-Reference Banks
  ISK_REIBOR_Reuters:
    text: ISK_REIBOR_Reuters
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - ISK-REIBOR-Reuters
  JPY_Annual_Swap_Rate_11_00_TRADITION:
    text: JPY_Annual_Swap_Rate_11_00_TRADITION
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-Annual Swap Rate-11:00-TRADITION
  JPY_Annual_Swap_Rate_3_00_TRADITION:
    text: JPY_Annual_Swap_Rate_3_00_TRADITION
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-Annual Swap Rate-3:00-TRADITION
  JPY_BBSF_Bloomberg_10_00:
    text: JPY_BBSF_Bloomberg_10_00
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-BBSF-Bloomberg-10:00
  JPY_BBSF_Bloomberg_15_00:
    text: JPY_BBSF_Bloomberg_15_00
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-BBSF-Bloomberg-15:00
  JPY_Euroyen_TIBOR:
    text: JPY_Euroyen_TIBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - JPY-Euroyen TIBOR
  JPY_ISDA_Swap_Rate_10_00:
    text: JPY_ISDA_Swap_Rate_10_00
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-ISDA-Swap Rate-10:00
  JPY_ISDA_Swap_Rate_15_00:
    text: JPY_ISDA_Swap_Rate_15_00
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-ISDA-Swap Rate-15:00
  JPY_LIBOR:
    text: JPY_LIBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - JPY-LIBOR
  JPY_LIBOR_BBA:
    text: JPY_LIBOR_BBA
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-LIBOR-BBA
  JPY_LIBOR_BBA_Bloomberg:
    text: JPY_LIBOR_BBA_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-LIBOR-BBA-Bloomberg
  JPY_LIBOR_FRASETT:
    text: JPY_LIBOR_FRASETT
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-LIBOR-FRASETT
  JPY_LIBOR_ISDA:
    text: JPY_LIBOR_ISDA
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-LIBOR-ISDA
  JPY_LIBOR_Reference_Banks:
    text: JPY_LIBOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-LIBOR-Reference Banks
  JPY_LIBOR_TSR_10_00:
    text: JPY_LIBOR_TSR_10_00
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - JPY-LIBOR TSR-10:00
  JPY_LIBOR_TSR_15_00:
    text: JPY_LIBOR_TSR_15_00
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - JPY-LIBOR TSR-15:00
  JPY_LTPR_MHBK:
    text: JPY_LTPR_MHBK
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - JPY-LTPR MHBK
  JPY_LTPR_MHCB:
    text: JPY_LTPR_MHCB
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-LTPR-MHCB
  JPY_LTPR_TBC:
    text: JPY_LTPR_TBC
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-LTPR-TBC
  JPY_MUTANCALL_TONAR:
    text: JPY_MUTANCALL_TONAR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-MUTANCALL-TONAR
  JPY_OIS_11_00_ICAP:
    text: JPY_OIS_11_00_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-OIS-11:00-ICAP
  JPY_OIS_11_00_TRADITION:
    text: JPY_OIS_11_00_TRADITION
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-OIS-11:00-TRADITION
  JPY_OIS_3_00_TRADITION:
    text: JPY_OIS_3_00_TRADITION
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-OIS-3:00-TRADITION
  JPY_Quoting_Banks_LIBOR:
    text: JPY_Quoting_Banks_LIBOR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-Quoting Banks-LIBOR
  JPY_STPR_Quoting_Banks:
    text: JPY_STPR_Quoting_Banks
    description: 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.
    aliases:
    - JPY-STPR-Quoting Banks
  JPY_TIBOR:
    text: JPY_TIBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - JPY-TIBOR
  JPY_TIBOR_17096:
    text: JPY_TIBOR_17096
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-TIBOR-17096
  JPY_TIBOR_17097:
    text: JPY_TIBOR_17097
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-TIBOR-17097
  JPY_TIBOR_DTIBOR01:
    text: JPY_TIBOR_DTIBOR01
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-TIBOR-DTIBOR01
  JPY_TIBOR_TIBM:
    text: JPY_TIBOR_TIBM
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-TIBOR-TIBM
  JPY_TIBOR_TIBM__10_Banks_:
    text: JPY_TIBOR_TIBM__10_Banks_
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-TIBOR-TIBM (10 Banks)
  JPY_TIBOR_TIBM__5_Banks_:
    text: JPY_TIBOR_TIBM__5_Banks_
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-TIBOR-TIBM (5 Banks)
  JPY_TIBOR_TIBM__All_Banks_:
    text: JPY_TIBOR_TIBM__All_Banks_
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-TIBOR-TIBM (All Banks)
  JPY_TIBOR_TIBM__All_Banks__Bloomberg:
    text: JPY_TIBOR_TIBM__All_Banks__Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-TIBOR-TIBM (All Banks)-Bloomberg
  JPY_TIBOR_TIBM_Reference_Banks:
    text: JPY_TIBOR_TIBM_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-TIBOR-TIBM-Reference Banks
  JPY_TIBOR_ZTIBOR:
    text: JPY_TIBOR_ZTIBOR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-TIBOR-ZTIBOR
  JPY_TONA:
    text: JPY_TONA
    description: 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.
    aliases:
    - JPY-TONA
  JPY_TONA_Average_180D:
    text: JPY_TONA_Average_180D
    description: 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.
    aliases:
    - JPY-TONA Average 180D
  JPY_TONA_Average_30D:
    text: JPY_TONA_Average_30D
    description: 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.
    aliases:
    - JPY-TONA Average 30D
  JPY_TONA_Average_90D:
    text: JPY_TONA_Average_90D
    description: 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.
    aliases:
    - JPY-TONA Average 90D
  JPY_TONA_Compounded_Index:
    text: JPY_TONA_Compounded_Index
    description: 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.
    aliases:
    - JPY-TONA Compounded Index
  JPY_TONA_ICE_Compounded_Index:
    text: JPY_TONA_ICE_Compounded_Index
    description: 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.
    aliases:
    - JPY-TONA ICE Compounded Index
  JPY_TONA_ICE_Compounded_Index_0_Floor:
    text: JPY_TONA_ICE_Compounded_Index_0_Floor
    description: 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.
    aliases:
    - JPY-TONA ICE Compounded Index 0 Floor
  JPY_TONA_ICE_Compounded_Index_0_Floor_2D_Lag:
    text: JPY_TONA_ICE_Compounded_Index_0_Floor_2D_Lag
    description: 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.
    aliases:
    - JPY-TONA ICE Compounded Index 0 Floor 2D Lag
  JPY_TONA_ICE_Compounded_Index_0_Floor_5D_Lag:
    text: JPY_TONA_ICE_Compounded_Index_0_Floor_5D_Lag
    description: 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.
    aliases:
    - JPY-TONA ICE Compounded Index 0 Floor 5D Lag
  JPY_TONA_ICE_Compounded_Index_2D_Lag:
    text: JPY_TONA_ICE_Compounded_Index_2D_Lag
    description: 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.
    aliases:
    - JPY-TONA ICE Compounded Index 2D Lag
  JPY_TONA_ICE_Compounded_Index_5D_Lag:
    text: JPY_TONA_ICE_Compounded_Index_5D_Lag
    description: 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.
    aliases:
    - JPY-TONA ICE Compounded Index 5D Lag
  JPY_TONA_OIS_Compound_1:
    text: JPY_TONA_OIS_Compound_1
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - JPY-TONA-OIS Compound
  JPY_TONA_OIS_COMPOUND:
    text: JPY_TONA_OIS_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-TONA-OIS-COMPOUND
  JPY_TONA_TSR_10_00:
    text: JPY_TONA_TSR_10_00
    description: 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.
    aliases:
    - JPY-TONA TSR-10:00
  JPY_TONA_TSR_15_00:
    text: JPY_TONA_TSR_15_00
    description: 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.
    aliases:
    - JPY-TONA TSR-15:00
  JPY_TORF_QUICK:
    text: JPY_TORF_QUICK
    description: 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.
    aliases:
    - JPY-TORF QUICK
  JPY_TSR_Reference_Banks:
    text: JPY_TSR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-TSR-Reference Banks
  JPY_TSR_Reuters_10_00:
    text: JPY_TSR_Reuters_10_00
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-TSR-Reuters-10:00
  JPY_TSR_Reuters_15_00:
    text: JPY_TSR_Reuters_15_00
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-TSR-Reuters-15:00
  JPY_TSR_Telerate_10_00:
    text: JPY_TSR_Telerate_10_00
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-TSR-Telerate-10:00
  JPY_TSR_Telerate_15_00:
    text: JPY_TSR_Telerate_15_00
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY-TSR-Telerate-15:00
  JPY_USD_Basis_Swaps_11_00_ICAP:
    text: JPY_USD_Basis_Swaps_11_00_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - JPY USD-Basis Swaps-11:00-ICAP
  KRW_Bond_3222:
    text: KRW_Bond_3222
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - KRW-Bond-3222
  KRW_CD_3220:
    text: KRW_CD_3220
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - KRW-CD-3220
  KRW_CD_91D:
    text: KRW_CD_91D
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - KRW-CD 91D
  KRW_CD_KSDA_Bloomberg:
    text: KRW_CD_KSDA_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - KRW-CD-KSDA-Bloomberg
  KRW_KOFR:
    text: KRW_KOFR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - KRW-KOFR
  KRW_KOFR_OIS_Compound:
    text: KRW_KOFR_OIS_Compound
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - KRW-KOFR-OIS Compound
  KRW_Quarterly_Annual_Swap_Rate_3_30_ICAP:
    text: KRW_Quarterly_Annual_Swap_Rate_3_30_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - KRW-Quarterly Annual Swap Rate-3:30-ICAP
  MXN_TIIE:
    text: MXN_TIIE
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - MXN-TIIE
  MXN_TIIE_Banxico:
    text: MXN_TIIE_Banxico
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - MXN-TIIE-Banxico
  MXN_TIIE_Banxico_Bloomberg:
    text: MXN_TIIE_Banxico_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - MXN-TIIE-Banxico-Bloomberg
  MXN_TIIE_Banxico_Reference_Banks:
    text: MXN_TIIE_Banxico_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - MXN-TIIE-Banxico-Reference Banks
  MXN_TIIE_ON:
    text: MXN_TIIE_ON
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - MXN-TIIE ON
  MXN_TIIE_ON_OIS_Compound:
    text: MXN_TIIE_ON_OIS_Compound
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - MXN-TIIE ON-OIS Compound
  MXN_TIIE_Reference_Banks:
    text: MXN_TIIE_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - MXN-TIIE-Reference Banks
  MYR_KLIBOR:
    text: MYR_KLIBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - MYR-KLIBOR
  MYR_KLIBOR_BNM:
    text: MYR_KLIBOR_BNM
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - MYR-KLIBOR-BNM
  MYR_KLIBOR_Reference_Banks:
    text: MYR_KLIBOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - MYR-KLIBOR-Reference Banks
  MYR_MYOR:
    text: MYR_MYOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - MYR-MYOR
  MYR_MYOR_OIS_Compound:
    text: MYR_MYOR_OIS_Compound
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - MYR-MYOR-OIS Compound
  MYR_Quarterly_Swap_Rate_11_00_TRADITION:
    text: MYR_Quarterly_Swap_Rate_11_00_TRADITION
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - MYR-Quarterly Swap Rate-11:00-TRADITION
  MYR_Quarterly_Swap_Rate_TRADITION_Reference_Banks:
    text: MYR_Quarterly_Swap_Rate_TRADITION_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - MYR-Quarterly Swap Rate-TRADITION-Reference Banks
  NOK_NIBOR:
    text: NOK_NIBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - NOK-NIBOR
  NOK_NIBOR_NIBR:
    text: NOK_NIBOR_NIBR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - NOK-NIBOR-NIBR
  NOK_NIBOR_NIBR_Bloomberg:
    text: NOK_NIBOR_NIBR_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - NOK-NIBOR-NIBR-Bloomberg
  NOK_NIBOR_NIBR_Reference_Banks:
    text: NOK_NIBOR_NIBR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - NOK-NIBOR-NIBR-Reference Banks
  NOK_NIBOR_OIBOR:
    text: NOK_NIBOR_OIBOR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - NOK-NIBOR-OIBOR
  NOK_NIBOR_Reference_Banks:
    text: NOK_NIBOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - NOK-NIBOR-Reference Banks
  NOK_NOWA:
    text: NOK_NOWA
    description: 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.
    aliases:
    - NOK-NOWA
  NOK_NOWA_OIS_Compound:
    text: NOK_NOWA_OIS_Compound
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - NOK-NOWA-OIS Compound
  NZD_BBR_BID:
    text: NZD_BBR_BID
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - NZD-BBR-BID
  NZD_BBR_FRA:
    text: NZD_BBR_FRA
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - NZD-BBR-FRA
  NZD_BBR_ISDC:
    text: NZD_BBR_ISDC
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - NZD-BBR-ISDC
  NZD_BBR_Reference_Banks:
    text: NZD_BBR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - NZD-BBR-Reference Banks
  NZD_BBR_Telerate:
    text: NZD_BBR_Telerate
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - NZD-BBR-Telerate
  NZD_BKBM_Bid:
    text: NZD_BKBM_Bid
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - NZD-BKBM Bid
  NZD_BKBM_FRA:
    text: NZD_BKBM_FRA
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - NZD-BKBM FRA
  NZD_BKBM_FRA_Swap_Rate_ICAP:
    text: NZD_BKBM_FRA_Swap_Rate_ICAP
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - NZD-BKBM FRA Swap Rate ICAP
  NZD_NZIONA:
    text: NZD_NZIONA
    description: '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. NOTE:
      In accordance with Section 2.1.11(ii) (New Zealand Business Days), from the
      date on which the New Zealand Financial Markets Association''s ''New Zealand
      Business Day Guidance'' (proposed effective date of October 6, 2025) becomes
      effective, the reference to a ''Wellington and Auckland Business Day'' will
      be deemed to be replaced with a reference to a ''New Zealand Business Day''
      for all Transactions entered into from (and including) that effective date.'
    aliases:
    - NZD-NZIONA
  NZD_NZIONA_OIS_Compound_1:
    text: NZD_NZIONA_OIS_Compound_1
    description: 'Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction. NOTE: In accordance with Section 2.1.11(ii) (New Zealand Business
      Days), from the date on which the New Zealand Financial Markets Association''s
      ''New Zealand Business Day Guidance'' (proposed effective date of October 6,
      2025) becomes effective, the reference to a ''Wellington and Auckland Business
      Day'' will be deemed to be replaced with a reference to a ''New Zealand Business
      Day'' for all Transactions entered into from (and including) that effective
      date.'
    aliases:
    - NZD-NZIONA-OIS Compound
  NZD_NZIONA_OIS_COMPOUND:
    text: NZD_NZIONA_OIS_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - NZD-NZIONA-OIS-COMPOUND
  NZD_Semi_Annual_Swap_Rate_11_00_BGCANTOR:
    text: NZD_Semi_Annual_Swap_Rate_11_00_BGCANTOR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - NZD-Semi-Annual Swap Rate-11:00-BGCANTOR
  NZD_Semi_Annual_Swap_Rate_BGCANTOR_Reference_Banks:
    text: NZD_Semi_Annual_Swap_Rate_BGCANTOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - NZD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks
  NZD_Swap_Rate_ICAP:
    text: NZD_Swap_Rate_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - NZD-Swap Rate-ICAP
  NZD_Swap_Rate_ICAP_Reference_Banks:
    text: NZD_Swap_Rate_ICAP_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - NZD-Swap Rate-ICAP-Reference Banks
  PHP_ORR:
    text: PHP_ORR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - PHP-ORR
  PHP_PHIREF:
    text: PHP_PHIREF
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - PHP-PHIREF
  PHP_PHIREF_BAP:
    text: PHP_PHIREF_BAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - PHP-PHIREF-BAP
  PHP_PHIREF_Bloomberg:
    text: PHP_PHIREF_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - PHP-PHIREF-Bloomberg
  PHP_PHIREF_Reference_Banks:
    text: PHP_PHIREF_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - PHP-PHIREF-Reference Banks
  PHP_Semi_Annual_Swap_Rate_11_00_BGCANTOR:
    text: PHP_Semi_Annual_Swap_Rate_11_00_BGCANTOR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - PHP-Semi-Annual Swap Rate-11:00-BGCANTOR
  PHP_Semi_Annual_Swap_Rate_Reference_Banks:
    text: PHP_Semi_Annual_Swap_Rate_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - PHP-Semi-Annual Swap Rate-Reference Banks
  PLN_POLONIA:
    text: PLN_POLONIA
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - PLN-POLONIA
  PLN_POLONIA_OIS_Compound_1:
    text: PLN_POLONIA_OIS_Compound_1
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - PLN-POLONIA-OIS Compound
  PLN_POLONIA_OIS_COMPOUND:
    text: PLN_POLONIA_OIS_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - PLN-POLONIA-OIS-COMPOUND
  PLN_POLSTR:
    text: PLN_POLSTR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - PLN-POLSTR
  PLN_POLSTR_OIS_Compound:
    text: PLN_POLSTR_OIS_Compound
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - PLN-POLSTR-OIS Compound
  PLN_WIBID:
    text: PLN_WIBID
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - PLN-WIBID
  PLN_WIBOR:
    text: PLN_WIBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - PLN-WIBOR
  PLN_WIBOR_Reference_Banks:
    text: PLN_WIBOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - PLN-WIBOR-Reference Banks
  PLN_WIBOR_WIBO:
    text: PLN_WIBOR_WIBO
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - PLN-WIBOR-WIBO
  PLN_WIRON:
    text: PLN_WIRON
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - PLN-WIRON
  PLN_WIRON_OIS_Compound:
    text: PLN_WIRON_OIS_Compound
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - PLN-WIRON-OIS Compound
  PLZ_WIBOR_Reference_Banks:
    text: PLZ_WIBOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - PLZ-WIBOR-Reference Banks
  PLZ_WIBOR_WIBO:
    text: PLZ_WIBOR_WIBO
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - PLZ-WIBOR-WIBO
  REPOFUNDS_RATE_FRANCE_OIS_COMPOUND:
    text: REPOFUNDS_RATE_FRANCE_OIS_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - REPOFUNDS RATE-FRANCE-OIS-COMPOUND
  REPOFUNDS_RATE_GERMANY_OIS_COMPOUND:
    text: REPOFUNDS_RATE_GERMANY_OIS_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - REPOFUNDS RATE-GERMANY-OIS-COMPOUND
  REPOFUNDS_RATE_ITALY_OIS_COMPOUND:
    text: REPOFUNDS_RATE_ITALY_OIS_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - REPOFUNDS RATE-ITALY-OIS-COMPOUND
  RON_Annual_Swap_Rate_11_00_BGCANTOR:
    text: RON_Annual_Swap_Rate_11_00_BGCANTOR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - RON-Annual Swap Rate-11:00-BGCANTOR
  RON_Annual_Swap_Rate_Reference_Banks:
    text: RON_Annual_Swap_Rate_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - RON-Annual Swap Rate-Reference Banks
  RON_RBOR_Reuters:
    text: RON_RBOR_Reuters
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - RON-RBOR-Reuters
  RON_ROBID:
    text: RON_ROBID
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - RON-ROBID
  RON_ROBOR:
    text: RON_ROBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - RON-ROBOR
  RUB_Annual_Swap_Rate_11_00_BGCANTOR:
    text: RUB_Annual_Swap_Rate_11_00_BGCANTOR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - RUB-Annual Swap Rate-11:00-BGCANTOR
  RUB_Annual_Swap_Rate_12_45_TRADITION:
    text: RUB_Annual_Swap_Rate_12_45_TRADITION
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - RUB-Annual Swap Rate-12:45-TRADITION
  RUB_Annual_Swap_Rate_4_15_TRADITION:
    text: RUB_Annual_Swap_Rate_4_15_TRADITION
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - RUB-Annual Swap Rate-4:15-TRADITION
  RUB_Annual_Swap_Rate_Reference_Banks:
    text: RUB_Annual_Swap_Rate_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - RUB-Annual Swap Rate-Reference Banks
  RUB_Annual_Swap_Rate_TRADITION_Reference_Banks:
    text: RUB_Annual_Swap_Rate_TRADITION_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - RUB-Annual Swap Rate-TRADITION-Reference Banks
  RUB_Key_Rate_CBRF:
    text: RUB_Key_Rate_CBRF
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - RUB-Key Rate CBRF
  RUB_MosPrime:
    text: RUB_MosPrime
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - RUB-MosPrime
  RUB_MOSPRIME_NFEA:
    text: RUB_MOSPRIME_NFEA
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - RUB-MOSPRIME-NFEA
  RUB_MOSPRIME_Reference_Banks:
    text: RUB_MOSPRIME_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - RUB-MOSPRIME-Reference Banks
  RUB_RUONIA:
    text: RUB_RUONIA
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - RUB-RUONIA
  RUB_RUONIA_OIS_Compound_1:
    text: RUB_RUONIA_OIS_Compound_1
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - RUB-RUONIA-OIS Compound
  RUB_RUONIA_OIS_COMPOUND:
    text: RUB_RUONIA_OIS_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - RUB-RUONIA-OIS-COMPOUND
  SAR_SAIBOR:
    text: SAR_SAIBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - SAR-SAIBOR
  SAR_SRIOR_Reference_Banks:
    text: SAR_SRIOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SAR-SRIOR-Reference Banks
  SAR_SRIOR_SUAA:
    text: SAR_SRIOR_SUAA
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SAR-SRIOR-SUAA
  SEK_Annual_Swap_Rate:
    text: SEK_Annual_Swap_Rate
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SEK-Annual Swap Rate
  SEK_Annual_Swap_Rate_SESWFI:
    text: SEK_Annual_Swap_Rate_SESWFI
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SEK-Annual Swap Rate-SESWFI
  SEK_SIOR_OIS_COMPOUND:
    text: SEK_SIOR_OIS_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SEK-SIOR-OIS-COMPOUND
  SEK_STIBOR:
    text: SEK_STIBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - SEK-STIBOR
  SEK_STIBOR_Bloomberg:
    text: SEK_STIBOR_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SEK-STIBOR-Bloomberg
  SEK_STIBOR_OIS_Compound:
    text: SEK_STIBOR_OIS_Compound
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - SEK-STIBOR-OIS Compound
  SEK_STIBOR_Reference_Banks:
    text: SEK_STIBOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SEK-STIBOR-Reference Banks
  SEK_STIBOR_SIDE:
    text: SEK_STIBOR_SIDE
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SEK-STIBOR-SIDE
  SEK_SWESTR:
    text: SEK_SWESTR
    description: 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.
    aliases:
    - SEK-SWESTR
  SEK_SWESTR_Average_1M:
    text: SEK_SWESTR_Average_1M
    description: 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.
    aliases:
    - SEK-SWESTR Average 1M
  SEK_SWESTR_Average_1W:
    text: SEK_SWESTR_Average_1W
    description: 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.
    aliases:
    - SEK-SWESTR Average 1W
  SEK_SWESTR_Average_2M:
    text: SEK_SWESTR_Average_2M
    description: 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.
    aliases:
    - SEK-SWESTR Average 2M
  SEK_SWESTR_Average_3M:
    text: SEK_SWESTR_Average_3M
    description: 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.
    aliases:
    - SEK-SWESTR Average 3M
  SEK_SWESTR_Average_6M:
    text: SEK_SWESTR_Average_6M
    description: 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.
    aliases:
    - SEK-SWESTR Average 6M
  SEK_SWESTR_Compounded_Index:
    text: SEK_SWESTR_Compounded_Index
    description: 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.
    aliases:
    - SEK-SWESTR Compounded Index
  SEK_SWESTR_OIS_Compound:
    text: SEK_SWESTR_OIS_Compound
    description: 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.
    aliases:
    - SEK-SWESTR-OIS Compound
  SGD_Semi_Annual_Currency_Basis_Swap_Rate_11_00_Tullett_Prebon:
    text: SGD_Semi_Annual_Currency_Basis_Swap_Rate_11_00_Tullett_Prebon
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SGD-Semi-Annual Currency Basis Swap Rate-11:00-Tullett Prebon
  SGD_Semi_Annual_Currency_Basis_Swap_Rate_16_00_Tullett_Prebon:
    text: SGD_Semi_Annual_Currency_Basis_Swap_Rate_16_00_Tullett_Prebon
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SGD-Semi-Annual Currency Basis Swap Rate-16:00-Tullett Prebon
  SGD_Semi_Annual_Swap_Rate_11_00_BGCANTOR:
    text: SGD_Semi_Annual_Swap_Rate_11_00_BGCANTOR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SGD-Semi-Annual Swap Rate-11:00-BGCANTOR
  SGD_Semi_Annual_Swap_Rate_11_00_Tullett_Prebon:
    text: SGD_Semi_Annual_Swap_Rate_11_00_Tullett_Prebon
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SGD-Semi-Annual Swap Rate-11:00-Tullett Prebon
  SGD_Semi_Annual_Swap_Rate_11_00_TRADITION:
    text: SGD_Semi_Annual_Swap_Rate_11_00_TRADITION
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SGD-Semi-Annual Swap Rate-11.00-TRADITION
  SGD_Semi_Annual_Swap_Rate_16_00_Tullett_Prebon:
    text: SGD_Semi_Annual_Swap_Rate_16_00_Tullett_Prebon
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SGD-Semi-Annual Swap Rate-16:00-Tullett Prebon
  SGD_Semi_Annual_Swap_Rate_ICAP:
    text: SGD_Semi_Annual_Swap_Rate_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SGD-Semi-Annual Swap Rate-ICAP
  SGD_Semi_Annual_Swap_Rate_ICAP_Reference_Banks:
    text: SGD_Semi_Annual_Swap_Rate_ICAP_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SGD-Semi-Annual Swap Rate-ICAP-Reference Banks
  SGD_Semi_Annual_Swap_Rate_Reference_Banks:
    text: SGD_Semi_Annual_Swap_Rate_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SGD-Semi-Annual Swap Rate-Reference Banks
  SGD_Semi_Annual_Swap_Rate_TRADITION_Reference_Banks:
    text: SGD_Semi_Annual_Swap_Rate_TRADITION_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SGD-Semi-Annual Swap Rate-TRADITION-Reference Banks
  SGD_SIBOR:
    text: SGD_SIBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - SGD-SIBOR
  SGD_SIBOR_Reference_Banks:
    text: SGD_SIBOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SGD-SIBOR-Reference Banks
  SGD_SIBOR_Reuters:
    text: SGD_SIBOR_Reuters
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SGD-SIBOR-Reuters
  SGD_SIBOR_Telerate:
    text: SGD_SIBOR_Telerate
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SGD-SIBOR-Telerate
  SGD_SONAR_OIS_COMPOUND:
    text: SGD_SONAR_OIS_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SGD-SONAR-OIS-COMPOUND
  SGD_SONAR_OIS_VWAP_COMPOUND:
    text: SGD_SONAR_OIS_VWAP_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SGD-SONAR-OIS-VWAP-COMPOUND
  SGD_SOR:
    text: SGD_SOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - SGD-SOR
  SGD_SORA:
    text: SGD_SORA
    description: 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.
    aliases:
    - SGD-SORA
  SGD_SORA_COMPOUND:
    text: SGD_SORA_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SGD-SORA-COMPOUND
  SGD_SORA_OIS_Compound:
    text: SGD_SORA_OIS_Compound
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - SGD-SORA-OIS Compound
  SGD_SOR_Reference_Banks:
    text: SGD_SOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SGD-SOR-Reference Banks
  SGD_SOR_Reuters:
    text: SGD_SOR_Reuters
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SGD-SOR-Reuters
  SGD_SOR_Telerate:
    text: SGD_SOR_Telerate
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SGD-SOR-Telerate
  SGD_SOR_VWAP:
    text: SGD_SOR_VWAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SGD-SOR-VWAP
  SGD_SOR_VWAP_Reference_Banks:
    text: SGD_SOR_VWAP_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SGD-SOR-VWAP-Reference Banks
  SKK_BRIBOR_Bloomberg:
    text: SKK_BRIBOR_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SKK-BRIBOR-Bloomberg
  SKK_BRIBOR_BRBO:
    text: SKK_BRIBOR_BRBO
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SKK-BRIBOR-BRBO
  SKK_BRIBOR_NBSK07:
    text: SKK_BRIBOR_NBSK07
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SKK-BRIBOR-NBSK07
  SKK_BRIBOR_Reference_Banks:
    text: SKK_BRIBOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - SKK-BRIBOR-Reference Banks
  THB_Semi_Annual_Swap_Rate_11_00_BGCANTOR:
    text: THB_Semi_Annual_Swap_Rate_11_00_BGCANTOR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - THB-Semi-Annual Swap Rate-11:00-BGCANTOR
  THB_Semi_Annual_Swap_Rate_Reference_Banks:
    text: THB_Semi_Annual_Swap_Rate_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - THB-Semi-Annual Swap Rate-Reference Banks
  THB_SOR_Reference_Banks:
    text: THB_SOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - THB-SOR-Reference Banks
  THB_SOR_Reuters:
    text: THB_SOR_Reuters
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - THB-SOR-Reuters
  THB_SOR_Telerate:
    text: THB_SOR_Telerate
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - THB-SOR-Telerate
  THB_THBFIX:
    text: THB_THBFIX
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - THB-THBFIX
  THB_THBFIX_Reference_Banks:
    text: THB_THBFIX_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - THB-THBFIX-Reference Banks
  THB_THBFIX_Reuters:
    text: THB_THBFIX_Reuters
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - THB-THBFIX-Reuters
  THB_THOR:
    text: THB_THOR
    description: 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.
    aliases:
    - THB-THOR
  THB_THOR_COMPOUND:
    text: THB_THOR_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - THB-THOR-COMPOUND
  THB_THOR_OIS_Compound:
    text: THB_THOR_OIS_Compound
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - THB-THOR-OIS Compound
  TRY_Annual_Swap_Rate_11_00_TRADITION:
    text: TRY_Annual_Swap_Rate_11_00_TRADITION
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - TRY Annual Swap Rate-11:00-TRADITION
  TRY_Annual_Swap_Rate_11_15_BGCANTOR:
    text: TRY_Annual_Swap_Rate_11_15_BGCANTOR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - TRY-Annual Swap Rate-11:15-BGCANTOR
  TRY_Annual_Swap_Rate_Reference_Banks:
    text: TRY_Annual_Swap_Rate_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - TRY-Annual Swap Rate-Reference Banks
  TRY_Semi_Annual_Swap_Rate_TRADITION_Reference_Banks:
    text: TRY_Semi_Annual_Swap_Rate_TRADITION_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - TRY-Semi-Annual Swap Rate-TRADITION-Reference Banks
  TRY_TLREF:
    text: TRY_TLREF
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - TRY-TLREF
  TRY_TLREF_OIS_Compound_1:
    text: TRY_TLREF_OIS_Compound_1
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - TRY-TLREF-OIS Compound
  TRY_TLREF_OIS_COMPOUND:
    text: TRY_TLREF_OIS_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - TRY-TLREF-OIS-COMPOUND
  TRY_TRLIBOR:
    text: TRY_TRLIBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - TRY-TRLIBOR
  TRY_TRYIBOR_Reference_Banks:
    text: TRY_TRYIBOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - TRY-TRYIBOR-Reference Banks
  TRY_TRYIBOR_Reuters:
    text: TRY_TRYIBOR_Reuters
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - TRY-TRYIBOR-Reuters
  TWD_Quarterly_Annual_Swap_Rate_11_00_BGCANTOR:
    text: TWD_Quarterly_Annual_Swap_Rate_11_00_BGCANTOR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - TWD-Quarterly-Annual Swap Rate-11:00-BGCANTOR
  TWD_Quarterly_Annual_Swap_Rate_Reference_Banks:
    text: TWD_Quarterly_Annual_Swap_Rate_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - TWD-Quarterly-Annual Swap Rate-Reference Banks
  TWD_Reference_Dealers:
    text: TWD_Reference_Dealers
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - TWD-Reference Dealers
  TWD_Reuters_6165:
    text: TWD_Reuters_6165
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - TWD-Reuters-6165
  TWD_TAIBIR01:
    text: TWD_TAIBIR01
    description: 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.
    aliases:
    - TWD-TAIBIR01
  TWD_TAIBIR02:
    text: TWD_TAIBIR02
    description: 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.
    aliases:
    - TWD-TAIBIR02
  TWD_TAIBOR:
    text: TWD_TAIBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - TWD-TAIBOR
  TWD_TAIBOR_Bloomberg:
    text: TWD_TAIBOR_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - TWD-TAIBOR-Bloomberg
  TWD_TAIBOR_Reuters:
    text: TWD_TAIBOR_Reuters
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - TWD-TAIBOR-Reuters
  TWD_Telerate_6165:
    text: TWD_Telerate_6165
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - TWD-Telerate-6165
  TWD_TWCPBA:
    text: TWD_TWCPBA
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - TWD-TWCPBA
  UK_Base_Rate:
    text: UK_Base_Rate
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - UK Base Rate
  USD_3M_LIBOR_SWAP_CME_vs_LCH_ICAP:
    text: USD_3M_LIBOR_SWAP_CME_vs_LCH_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-3M LIBOR SWAP-CME vs LCH-ICAP
  USD_3M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg:
    text: USD_3M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg
  USD_6M_LIBOR_SWAP_CME_vs_LCH_ICAP:
    text: USD_6M_LIBOR_SWAP_CME_vs_LCH_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-6M LIBOR SWAP-CME vs LCH-ICAP
  USD_6M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg:
    text: USD_6M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg
  USD_AMERIBOR:
    text: USD_AMERIBOR
    description: 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.
    aliases:
    - USD-AMERIBOR
  USD_AMERIBOR_Average_30D:
    text: USD_AMERIBOR_Average_30D
    description: 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.
    aliases:
    - USD-AMERIBOR Average 30D
  USD_AMERIBOR_Average_90D:
    text: USD_AMERIBOR_Average_90D
    description: 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.
    aliases:
    - USD-AMERIBOR Average 90D
  USD_AMERIBOR_Term:
    text: USD_AMERIBOR_Term
    description: 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.
    aliases:
    - USD-AMERIBOR Term
  USD_AMERIBOR_Term_Structure:
    text: USD_AMERIBOR_Term_Structure
    description: 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.
    aliases:
    - USD-AMERIBOR Term Structure
  USD_Annual_Swap_Rate_11_00_BGCANTOR:
    text: USD_Annual_Swap_Rate_11_00_BGCANTOR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-Annual Swap Rate-11:00-BGCANTOR
  USD_Annual_Swap_Rate_11_00_TRADITION:
    text: USD_Annual_Swap_Rate_11_00_TRADITION
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-Annual Swap Rate-11:00-TRADITION
  USD_Annual_Swap_Rate_4_00_TRADITION:
    text: USD_Annual_Swap_Rate_4_00_TRADITION
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-Annual Swap Rate-4:00-TRADITION
  USD_AXI_Term:
    text: USD_AXI_Term
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - USD-AXI Term
  USD_BA_H_15:
    text: USD_BA_H_15
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-BA-H.15
  USD_BA_Reference_Dealers:
    text: USD_BA_Reference_Dealers
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-BA-Reference Dealers
  USD_BMA_Municipal_Swap_Index:
    text: USD_BMA_Municipal_Swap_Index
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-BMA Municipal Swap Index
  USD_BSBY:
    text: USD_BSBY
    description: 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.
    aliases:
    - USD-BSBY
  USD_CD_H_15:
    text: USD_CD_H_15
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-CD-H.15
  USD_CD_Reference_Dealers:
    text: USD_CD_Reference_Dealers
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-CD-Reference Dealers
  USD_CMS_Reference_Banks:
    text: USD_CMS_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-CMS-Reference Banks
  USD_CMS_Reference_Banks_ICAP_SwapPX:
    text: USD_CMS_Reference_Banks_ICAP_SwapPX
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-CMS-Reference Banks-ICAP SwapPX
  USD_CMS_Reuters:
    text: USD_CMS_Reuters
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-CMS-Reuters
  USD_CMS_Telerate:
    text: USD_CMS_Telerate
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-CMS-Telerate
  USD_CMT:
    text: USD_CMT
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - USD-CMT
  USD_CMT_Average_1W:
    text: USD_CMT_Average_1W
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - USD-CMT Average 1W
  USD_CMT_T7051:
    text: USD_CMT_T7051
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-CMT-T7051
  USD_CMT_T7052:
    text: USD_CMT_T7052
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-CMT-T7052
  USD_COF11_FHLBSF:
    text: USD_COF11_FHLBSF
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-COF11-FHLBSF
  USD_COF11_Reuters:
    text: USD_COF11_Reuters
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-COF11-Reuters
  USD_COF11_Telerate:
    text: USD_COF11_Telerate
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-COF11-Telerate
  USD_COFI:
    text: USD_COFI
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - USD-COFI
  USD_CP_H_15:
    text: USD_CP_H_15
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-CP-H.15
  USD_CP_Money_Market_Yield:
    text: USD_CP_Money_Market_Yield
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - USD-CP-Money Market Yield
  USD_CP_Reference_Dealers:
    text: USD_CP_Reference_Dealers
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-CP-Reference Dealers
  USD_CRITR:
    text: USD_CRITR
    description: 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.
    aliases:
    - USD-CRITR
  USD_Federal_Funds:
    text: USD_Federal_Funds
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - USD-Federal Funds
  USD_Federal_Funds_H_15:
    text: USD_Federal_Funds_H_15
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-Federal Funds-H.15
  USD_Federal_Funds_H_15_Bloomberg:
    text: USD_Federal_Funds_H_15_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-Federal Funds-H.15-Bloomberg
  USD_Federal_Funds_H_15_OIS_COMPOUND:
    text: USD_Federal_Funds_H_15_OIS_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-Federal Funds-H.15-OIS-COMPOUND
  USD_Federal_Funds_OIS_Compound:
    text: USD_Federal_Funds_OIS_Compound
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - USD-Federal Funds-OIS Compound
  USD_Federal_Funds_Reference_Dealers:
    text: USD_Federal_Funds_Reference_Dealers
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-Federal Funds-Reference Dealers
  USD_FFCB_DISCO:
    text: USD_FFCB_DISCO
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-FFCB-DISCO
  USD_FXI_Term:
    text: USD_FXI_Term
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - USD-FXI Term
  USD_ISDAFIX3_Swap_Rate:
    text: USD_ISDAFIX3_Swap_Rate
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-ISDAFIX3-Swap Rate
  USD_ISDAFIX3_Swap_Rate_3_00:
    text: USD_ISDAFIX3_Swap_Rate_3_00
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-ISDAFIX3-Swap Rate-3:00
  USD_ISDA_Swap_Rate:
    text: USD_ISDA_Swap_Rate
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-ISDA-Swap Rate
  USD_ISDA_Swap_Rate_3_00:
    text: USD_ISDA_Swap_Rate_3_00
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-ISDA-Swap Rate-3:00
  USD_LIBOR:
    text: USD_LIBOR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - USD-LIBOR
  USD_LIBOR_BBA:
    text: USD_LIBOR_BBA
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-LIBOR-BBA
  USD_LIBOR_BBA_Bloomberg:
    text: USD_LIBOR_BBA_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-LIBOR-BBA-Bloomberg
  USD_LIBOR_ICE_Swap_Rate_11_00:
    text: USD_LIBOR_ICE_Swap_Rate_11_00
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - USD-LIBOR ICE Swap Rate-11:00
  USD_LIBOR_ICE_Swap_Rate_15_00:
    text: USD_LIBOR_ICE_Swap_Rate_15_00
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - USD-LIBOR ICE Swap Rate-15:00
  USD_LIBOR_ISDA:
    text: USD_LIBOR_ISDA
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-LIBOR-ISDA
  USD_LIBOR_LIBO:
    text: USD_LIBOR_LIBO
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-LIBOR-LIBO
  USD_LIBOR_Reference_Banks:
    text: USD_LIBOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-LIBOR-Reference Banks
  USD_Municipal_Swap_Index:
    text: USD_Municipal_Swap_Index
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - USD-Municipal Swap Index
  USD_Municipal_Swap_Libor_Ratio_11_00_ICAP:
    text: USD_Municipal_Swap_Libor_Ratio_11_00_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-Municipal Swap Libor Ratio-11:00-ICAP
  USD_Municipal_Swap_Rate_11_00_ICAP:
    text: USD_Municipal_Swap_Rate_11_00_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-Municipal Swap Rate-11:00-ICAP
  USD_OIS_11_00_BGCANTOR:
    text: USD_OIS_11_00_BGCANTOR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-OIS-11:00-BGCANTOR
  USD_OIS_11_00_LON_ICAP:
    text: USD_OIS_11_00_LON_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-OIS-11:00-LON-ICAP
  USD_OIS_11_00_NY_ICAP:
    text: USD_OIS_11_00_NY_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-OIS-11:00-NY-ICAP
  USD_OIS_11_00_TRADITION:
    text: USD_OIS_11_00_TRADITION
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-OIS-11:00-TRADITION
  USD_OIS_3_00_BGCANTOR:
    text: USD_OIS_3_00_BGCANTOR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-OIS-3:00-BGCANTOR
  USD_OIS_3_00_NY_ICAP:
    text: USD_OIS_3_00_NY_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-OIS-3:00-NY-ICAP
  USD_OIS_4_00_TRADITION:
    text: USD_OIS_4_00_TRADITION
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-OIS-4:00-TRADITION
  USD_Overnight_Bank_Funding_Rate:
    text: USD_Overnight_Bank_Funding_Rate
    description: 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.
    aliases:
    - USD-Overnight Bank Funding Rate
  USD_Prime:
    text: USD_Prime
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - USD-Prime
  USD_Prime_H_15:
    text: USD_Prime_H_15
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-Prime-H.15
  USD_Prime_Reference_Banks:
    text: USD_Prime_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-Prime-Reference Banks
  USD_S_P_Index_High_Grade:
    text: USD_S_P_Index_High_Grade
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-S&P Index-High Grade
  USD_SandP_Index_High_Grade:
    text: USD_SandP_Index_High_Grade
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - USD-SandP Index High Grade
  USD_SIBOR_Reference_Banks:
    text: USD_SIBOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-SIBOR-Reference Banks
  USD_SIBOR_SIBO:
    text: USD_SIBOR_SIBO
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-SIBOR-SIBO
  USD_SIFMA_Municipal_Swap_Index:
    text: USD_SIFMA_Municipal_Swap_Index
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-SIFMA Municipal Swap Index
  USD_SOFR:
    text: USD_SOFR
    description: 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.
    aliases:
    - USD-SOFR
  USD_SOFR_Average_180D:
    text: USD_SOFR_Average_180D
    description: 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.
    aliases:
    - USD-SOFR Average 180D
  USD_SOFR_Average_30D:
    text: USD_SOFR_Average_30D
    description: 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.
    aliases:
    - USD-SOFR Average 30D
  USD_SOFR_Average_90D:
    text: USD_SOFR_Average_90D
    description: 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.
    aliases:
    - USD-SOFR Average 90D
  USD_SOFR_CME_Term:
    text: USD_SOFR_CME_Term
    description: 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.
    aliases:
    - USD-SOFR CME Term
  USD_SOFR_COMPOUND:
    text: USD_SOFR_COMPOUND
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-SOFR-COMPOUND
  USD_SOFR_Compounded_Index:
    text: USD_SOFR_Compounded_Index
    description: 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.
    aliases:
    - USD-SOFR Compounded Index
  USD_SOFR_ICE_Compounded_Index:
    text: USD_SOFR_ICE_Compounded_Index
    description: 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.
    aliases:
    - USD-SOFR ICE Compounded Index
  USD_SOFR_ICE_Compounded_Index_0_Floor:
    text: USD_SOFR_ICE_Compounded_Index_0_Floor
    description: 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.
    aliases:
    - USD-SOFR ICE Compounded Index 0 Floor
  USD_SOFR_ICE_Compounded_Index_0_Floor_2D_Lag:
    text: USD_SOFR_ICE_Compounded_Index_0_Floor_2D_Lag
    description: 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.
    aliases:
    - USD-SOFR ICE Compounded Index 0 Floor 2D Lag
  USD_SOFR_ICE_Compounded_Index_0_Floor_5D_Lag:
    text: USD_SOFR_ICE_Compounded_Index_0_Floor_5D_Lag
    description: 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.
    aliases:
    - USD-SOFR ICE Compounded Index 0 Floor 5D Lag
  USD_SOFR_ICE_Compounded_Index_2D_Lag:
    text: USD_SOFR_ICE_Compounded_Index_2D_Lag
    description: 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.
    aliases:
    - USD-SOFR ICE Compounded Index 2D Lag
  USD_SOFR_ICE_Compounded_Index_5D_Lag:
    text: USD_SOFR_ICE_Compounded_Index_5D_Lag
    description: 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.
    aliases:
    - USD-SOFR ICE Compounded Index 5D Lag
  USD_SOFR_ICE_Swap_Rate:
    text: USD_SOFR_ICE_Swap_Rate
    description: 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.
    aliases:
    - USD-SOFR ICE Swap Rate
  USD_SOFR_ICE_Swap_Rate_Spreads:
    text: USD_SOFR_ICE_Swap_Rate_Spreads
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - USD-SOFR ICE Swap Rate Spreads
  USD_SOFR_ICE_Term:
    text: USD_SOFR_ICE_Term
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - USD-SOFR ICE Term
  USD_SOFR_OIS_Compound:
    text: USD_SOFR_OIS_Compound
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - USD-SOFR-OIS Compound
  USD_Swap_Rate_BCMP1:
    text: USD_Swap_Rate_BCMP1
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD Swap Rate-BCMP1
  USD_TBILL_Auction_High_Rate:
    text: USD_TBILL_Auction_High_Rate
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - USD-TBILL Auction High Rate
  USD_TBILL_H_15:
    text: USD_TBILL_H_15
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-TBILL-H.15
  USD_TBILL_H_15_Bloomberg:
    text: USD_TBILL_H_15_Bloomberg
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-TBILL-H.15-Bloomberg
  USD_TBILL_Secondary_Market:
    text: USD_TBILL_Secondary_Market
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-TBILL-Secondary Market
  USD_TBILL_Secondary_Market_Bond_Equivalent_Yield:
    text: USD_TBILL_Secondary_Market_Bond_Equivalent_Yield
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - USD-TBILL Secondary Market-Bond Equivalent Yield
  USD_TIBOR_ISDC:
    text: USD_TIBOR_ISDC
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-TIBOR-ISDC
  USD_TIBOR_Reference_Banks:
    text: USD_TIBOR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-TIBOR-Reference Banks
  USD_Treasury_19901_3_00_ICAP:
    text: USD_Treasury_19901_3_00_ICAP
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-Treasury-19901-3:00-ICAP
  USD_Treasury_Rate_BCMP1:
    text: USD_Treasury_Rate_BCMP1
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD Treasury Rate-BCMP1
  USD_Treasury_Rate_ICAP_BrokerTec:
    text: USD_Treasury_Rate_ICAP_BrokerTec
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-Treasury Rate-ICAP BrokerTec
  USD_Treasury_Rate_SwapMarker100:
    text: USD_Treasury_Rate_SwapMarker100
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-Treasury Rate-SwapMarker100
  USD_Treasury_Rate_SwapMarker99:
    text: USD_Treasury_Rate_SwapMarker99
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-Treasury Rate-SwapMarker99
  USD_Treasury_Rate_T19901:
    text: USD_Treasury_Rate_T19901
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-Treasury Rate-T19901
  USD_Treasury_Rate_T500:
    text: USD_Treasury_Rate_T500
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - USD-Treasury Rate-T500
  VND_Semi_Annual_Swap_Rate_11_00_BGCANTOR:
    text: VND_Semi_Annual_Swap_Rate_11_00_BGCANTOR
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - VND-Semi-Annual Swap Rate-11:00-BGCANTOR
  VND_Semi_Annual_Swap_Rate_Reference_Banks:
    text: VND_Semi_Annual_Swap_Rate_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - VND-Semi-Annual Swap Rate-Reference Banks
  ZAR_DEPOSIT_Reference_Banks:
    text: ZAR_DEPOSIT_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - ZAR-DEPOSIT-Reference Banks
  ZAR_DEPOSIT_SAFEX:
    text: ZAR_DEPOSIT_SAFEX
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - ZAR-DEPOSIT-SAFEX
  ZAR_JIBAR:
    text: ZAR_JIBAR
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - ZAR-JIBAR
  ZAR_JIBAR_Reference_Banks:
    text: ZAR_JIBAR_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - ZAR-JIBAR-Reference Banks
  ZAR_JIBAR_SAFEX:
    text: ZAR_JIBAR_SAFEX
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - ZAR-JIBAR-SAFEX
  ZAR_Prime_Average_1:
    text: ZAR_Prime_Average_1
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - ZAR-Prime Average
  ZAR_PRIME_AVERAGE:
    text: ZAR_PRIME_AVERAGE
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - ZAR-PRIME-AVERAGE
  ZAR_PRIME_AVERAGE_Reference_Banks:
    text: ZAR_PRIME_AVERAGE_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - ZAR-PRIME-AVERAGE-Reference Banks
  ZAR_Quarterly_Swap_Rate_1_00_TRADITION:
    text: ZAR_Quarterly_Swap_Rate_1_00_TRADITION
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - ZAR-Quarterly Swap Rate-1:00-TRADITION
  ZAR_Quarterly_Swap_Rate_5_30_TRADITION:
    text: ZAR_Quarterly_Swap_Rate_5_30_TRADITION
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - ZAR-Quarterly Swap Rate-5:30-TRADITION
  ZAR_Quarterly_Swap_Rate_TRADITION_Reference_Banks:
    text: ZAR_Quarterly_Swap_Rate_TRADITION_Reference_Banks
    description: Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions,
      Section 7.1 Rate Options, as amended and supplemented through the date on which
      parties enter into the relevant transaction.
    aliases:
    - ZAR-Quarterly Swap Rate-TRADITION-Reference Banks
  ZAR_ZARONIA:
    text: ZAR_ZARONIA
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - ZAR-ZARONIA
  ZAR_ZARONIA_OIS_Compound:
    text: ZAR_ZARONIA_OIS_Compound
    description: Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate
      Matrix, as amended through the date on which parties enter into the relevant
      transaction.
    aliases:
    - ZAR-ZARONIA-OIS Compound