Option F24x(Floating Rate Option)| Option F |
24x |
(Floating Rate Option) |
Mandatory
This field specifies the Floating Rate Option of the FRA.
For an ISDA Master (Type in field 77H = ISDA), this field specifies the Floating Rate Option as per ISDA definitions.
This field must contain one of the following codes:
| AUD-BBR-BBSW |
|
| AUD-BBR-BBSY(BID) |
|
| AUD-BBR-ISDC |
|
| AUD-LIBOR-BBA |
|
| AUD-LIBOR-RFRCBANKS |
|
| CAD-BA-CDOR |
|
| CAD-BA-ISDD |
|
| CAD-BA-RFRCBANKS |
|
| CAD-BA-TELERATE |
|
| CAD-LIBOR-BBA |
|
| CAD-LIBOR-RFRCBANKS |
|
| CAD-REPO-CORRA |
|
| CAD-TBILL-ISDD |
|
| CAD-TBILL-RFRCBANKS |
|
| CAD-TBILL-TELERATE |
|
| CHF-ANNUALSR-RFRCBANKS |
(ie, CHF-ANNUALSWAPRATE-RFRCBANKS) |
| CHF-ANNUALSWAPRATE |
|
| CHF-LIBOR-BBA |
|
| CHF-LIBOR-ISDA |
|
| CHF-LIBOR-RFRCBANKS |
|
| CHF-TOIS-OIS-COMPOUND |
|
| CZK-PRIBOR-PRBO |
|
| CZK-PRIBOR-RFRCBANKS |
|
| DKK-CIBOR-DKNA13 |
|
| DKK-CIBOR2-DKNA13 |
|
| DKK-CIBOR-RFRCBANKS |
|
| DKK-CITA-DKNA14-COMP |
|
| EUR-ANNUALSR-RFRCBANKS |
(ie, EUR-ANNUAL SWAP RATE-RFRCBANKS) |
| EUR-ANNUALSWAPRATE-10:00 |
|
| EUR-ANNUALSWAPRATE-11:00 |
|
| EUR-ANNUALSWAPRATE-3M |
(ie, EUR-ANNUAL SWAP RATE-3 MONTH) |
| EUR-EONIA-AVERAGE |
|
| EUR-EONIA-OIS-COMPOUND |
|
| EUR-EURIBOR-ACT/365 |
|
| EUR-EURIBOR-RFRCBANKS |
|
| EUR-EURIBOR-TELERATE |
|
| EUR-EURONIA-OIS-COMPOUND |
|
| EUR-ISDA-EURIBORSR-11:00 |
(ie, EUR-ISDA-EURIBOR SWAP RATE-11:00) |
| EUR-ISDA-EURIBORSR-12:00 |
(ie, EUR-ISDA-EURIBOR SWAP RATE-12:00) |
| EUR-ISDA-LIBORSR-10:00 |
(ie, EUR-ISDA-LIBOR SWAP RATE-10:00) |
| EUR-ISDA-LIBORSR-11:00 |
(ie, EUR-ISDA-LIBOR SWAP RATE-11:00) |
| EUR-LIBOR-BBA |
|
| EUR-LIBOR-RFRCBANKS |
|
| EUR-TAM-CDC |
|
| EUR-TEC5-CNO |
|
| EUR-TEC5-RFRCBANKS |
|
| EUR-TEC10-CNO |
|
| EUR-TEC10-RFRCBANKS |
|
| EUR-TMM-CDC-COMPOUND |
|
| GBP-LIBOR-BBA |
|
| GBP-LIBOR-ISDA |
|
| GBP-LIBOR-RFRCBANKS |
|
| GBP-SEMI-ANNSR-RFRCBANKS |
(ie,GBP-SEMI-ANNUALSWAPRATE-RFRCBANKS) |
| GBP-SEMI-ANNUALSWAPRATE |
|
| GBP-WMBA-SONIA-COMPOUND |
|
| HKD-HIBOR-HIBOR |
(ie, HKD-HIBOR-HIBOR=) |
| HKD-HIBOR-HKAB |
|
| HKD-HIBOR-ISDC |
|
| HKD-HIBOR-RFRCBANKS |
|
| HUF-BUBOR-REUTERS |
|
| HUF-BUBOR-RFRCBANKS |
|
| IDR-SOR-RFRCBANKS |
|
| IDR-SOR-TELERATE |
|
| JPY-ISDA-SWAP RATE-10:00 |
|
| JPY-ISDA-SWAP RATE-15:00 |
|
| JPY-LIBOR-BBA |
|
| JPY-LIBOR-ISDA |
|
| JPY-LIBOR-RFRCBANKS |
|
| JPY-TIBOR-TIBM(10BANKS) |
|
| JPY-TIBOR-TIBM(5BANKS) |
|
| JPY-TIBOR-TIBM(ALLBANKS) |
|
| JPY-TIBOR-TIBM-RFRCBANKS |
|
| JPY-TIBOR-ZTIBOR |
|
| JPY-TSR-RFRCBANKS |
|
| JPY-TSR-TELERATE-10:00 |
|
| JPY-TSR-TELERATE-15:00 |
|
| MYR-KLIBOR-BNM |
|
| MYR-KLIBOR-RFRCBANKS |
|
| MXN-TIIE-BANXICO |
|
| MXN-TIIE-REFERENCE BANKS |
|
| NOK-NIBOR-NIBR |
|
| NOK-NIBOR-RFRCBANKS |
|
| NZD-BBR-FRA |
|
| NZD-BBR-ISDC |
|
| NZD-BBR-RFRCBANKS |
|
| NZD-BBR-TELERATE |
|
| PLZ-WIBOR-RFRCBANKS |
|
| PLZ-WIBOR-WIBO |
|
| SAR-SRIOR-RFRCBANKS |
|
| SAR-SRIOR-SUAA |
|
| SEK-STIBOR-RFRCBANKS |
|
| SEK-STIBOR-SIDE |
|
| SGD-SIBOR-RFCBANKS |
|
| SGD-SIBOR-TELERATE |
|
| SGD-SOR-RFRCBANKS |
|
| SGD-SOR-TELERATE |
|
| SKK-BRIBOR-BLOOMBERG |
|
| SKK-BRIBOR-BRBO |
|
| SKK-BRIBOR-RFRCBANKS |
|
| THB-SOR-RFRCBANKS |
|
| THB-SOR-TELERATE |
|
| USD-BA-H.15 |
|
| USD-BA-RFRCDLRS |
|
| USD-CD-H.15 |
|
| USD-CD-RFRCDLRS |
|
| USD-CMS-RFRCBANKS |
|
| USD-CMS-TELERATE |
|
| USD-CMT-T7051 |
|
| USD-CMT-T7052 |
|
| USD-COF11-FHLBSF |
|
| USD-COF11-TELERATE |
|
| USD-CP-H.15 |
|
| USD-CP-RFRCDLRS |
|
| USD-FEDFUND-H.15 |
|
| USD-FEDFUND-RFRCDLRS |
|
| USD-FFCB-DISCO |
|
| USD-ISDA-SWAP RATE |
|
| USD-LIBOR-BBA |
|
| USD-LIBOR-ISDA |
|
| USD-LIBOR-LIBO |
|
| USD-LIBOR-RFRCBANKS |
|
| USD-PRIME-H.15 |
|
| USD-PRIME-RFRCBANKS |
|
| USD-SIBOR-RFRCBANKS |
|
| USD-SIBOR-SIBO |
|
| USD-TBILL-H.15 |
|
| USD-TBILL-SECMARKET |
|
| USD-TIBOR-ISDC |
|
| USD-TIBOR-RFRCBANKS |
|
| USD-TREASURYRATE-T500 |
|
| USD-TREASURYRATE-T19901 |
|
| ZAR-DEPOSIT-RFRCBANKS |
|
| ZAR-DEPOSIT-SAFEX |
|
| ZAR-JIBAR-RFRCBANKS |
|
| ZAR-JIBAR-SAFEX |
|
| ZAR-PRIME-AVERAGE |
|
| ZAR-PRIME-AVRG-RFRCBANKS |
(ie, ZAR-PRIME-AVERAGE-RFRCBANKS) |
| OTHER |
The Floating Rate Option is specified in field 72 |
The following codes are published for redenomination purposes:
| ATS-VIBOR-RFRCBANKS |
|
| ATS-VIBOR-VIBO |
|
| BEF-BIBOR-BEFIXING |
|
| BEF-BIBOR-ISDB |
|
| BEF-BIBOR-RFRCBANKS |
|
| BEF-BIBOR-TELERATE |
|
| COMLUF-LUXIBOR-RFRCBANKS |
|
| DEM-FIBOR-FIBO-OLD |
|
| DEM-FIBOR-FIBO |
|
| DEM-FIBOR-GBA |
|
| DEM-FIBOR-ISDB |
|
| DEM-FIBOR-RFRCBANKS |
|
| DEM-LIBOR-BBA |
|
| DEM-LIBOR-ISDA |
|
| DEM-LIBOR-RFRCBANKS |
|
| DKK-CIBOR-DKNH |
|
| FIM-HELIBOR-RFRCBANKS |
|
| FIM-HELIBOR-SPFB |
|
| FRF-CAP-T4M |
|
| FRF-CAP-TAM |
|
| FRF-FLOOR-T4M |
|
| FRF-FLOOR-TAM |
|
| FRF-LIBOR-BBA |
|
| FRF-LIBOR-RFRCBANKS |
|
| FRF-PIBOR-AFB |
|
| FRF-PIBOR-PIBO |
|
| FRF-PIBOR-RFRCBANKS |
|
| FRF-SWAP-AMR |
|
| FRF-SWAP-T4M-AMR |
|
| FRF-SWAP-T4M |
|
| FRF-SWAP-T4M-TAM |
|
| FRF-SWAP-TAM |
|
| FRF-SWAP-TMP-IF |
|
| FRF-SWAP-TMP-M |
|
| FRF-T4M-CDC |
|
| FRF-T4M-CDCCOMP |
|
| FRF-TAG-CDC |
|
| FRF-TAG-CDCCOMP |
|
| FRF-TAM-CDC |
|
| FRF-TME-CDC |
|
| FRF-TMP-CDCAVERAG |
|
| GRD-ATHIBOR-ATHIBOR |
|
| GRD-ATHIBOR-RFRCBANKS |
|
| GRD-ATHIBOR-TELERATE |
|
| GRD-ATHIMID-REUTERS |
|
| GRD-ATHIMID-RFRCBANKS |
|
| ITL-LIBOR-BBA |
|
| ITL-LIBOR-ILIR |
|
| ITL-LIBOR-ITFX |
|
| ITL-LIBOR-ITFY |
|
| ITL-LIBOR-RFRCBANKS |
|
| ITL-MIBOR-PUBLISHED |
|
| JPY-TIBOR-TIBM |
|
| LUF-LUXIBOR-ISDB |
|
| LUF-LUXIBOR-RFRCBANKS |
|
| MYR-SOR-RFRCBANKS |
|
| MYR-SOR-TELERATE |
|
| NLG-AIBOR-AIBODOM |
|
| NLG-AIBOR-AIBOEURO |
|
| NLG-AIBOR-ISDB |
|
| NLG-AIBOR-RFRCBANKS |
|
| PTE-LIBOR-BBA |
|
| PTE-LIBOR-RFRCBANKS |
|
| PTE-LISBOR-LBOA |
|
| PTE-LISBOR-LBOF |
|
| PTE-LISBOR-RFRCBANKS |
|
| SEK-EDOR-FP |
|
| SEK-EDOR-RFRCBANKS |
|
| SPP-LIBOR-BBA |
|
| SPP-LIBOR-RFRCBANKS |
|
| SPP-MIBOR-BANDE |
|
| SPP-MIBOR-RFRCBANKS |
|
| USD-CP-ISDD |
|
| ZAR-BBF-RFRCBANKS |
|
| ZAR-BBF3-SAFEX(YIELD) |
|
The floating rate options, as they appear in the current ISDA Definitions, may be used.
Blanks must not be used.
