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	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	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	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	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	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	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	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	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	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	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-ORR-OIS Compound	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	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	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	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	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

See Also

• http://www.fpml.org/coding-scheme/floating-rate-index

Identifier and Mapping Information

Annotations

property	value
doc_reference	ISDA FpML_Coding_Scheme schemeLocation http://www.fpml.org/coding-scheme/floating-rate-index

Schema Source

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

LinkML Source

name: FloatingRateIndexEnum
annotations:
  doc_reference:
    tag: doc_reference
    value: ISDA FpML_Coding_Scheme schemeLocation http://www.fpml.org/coding-scheme/floating-rate-index
description: The enumerated values to specify the list of floating rate index.
from_schema: https://w3id.org/lmodel/common-domain-model
see_also:
- 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:
    text: AUD-AONIA-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:
    - AUD_AONIA_OIS_Compound_1
  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:
    text: CAD-CORRA-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:
    - CAD_CORRA_OIS_Compound_1
  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:
    text: CHF-SARON-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:
    - CHF_SARON_OIS_Compound_1
  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:
    text: COP-IBR-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:
    - COP_IBR_OIS_Compound_1
  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:
    text: EUR-EONIA-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:
    - EUR_EONIA_AVERAGE_1
  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:
    text: EUR-EONIA-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_EONIA_OIS_Compound_1
  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:
    text: EUR-EURONIA-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_EURONIA_OIS_Compound_1
  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:
    text: INR-MIBOR-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:
    - INR_MIBOR_OIS_Compound_1
  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:
    text: JPY-TONA-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:
    - JPY_TONA_OIS_Compound_1
  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:
    text: NZD-NZIONA-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. 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_1
  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-ORR-OIS Compound:
    text: PHP-ORR-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:
    - PHP_ORR_OIS_Compound
  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:
    text: PLN-POLONIA-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_POLONIA_OIS_Compound_1
  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:
    text: RUB-RUONIA-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:
    - RUB_RUONIA_OIS_Compound_1
  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:
    text: TRY-TLREF-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:
    - TRY_TLREF_OIS_Compound_1
  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:
    text: ZAR-Prime 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:
    - ZAR_Prime_Average_1
  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