Option F24x(Floating Rate Option)| Option F |
24x |
(Floating Rate Option) |
Mandatory in a conditional sequence (C10)
This field specifies the Floating Rate Option of the floating leg.
For an ISDA Master (Type in field 77H is ISDA), this field specifies the Floating Rate Option as per ISDA definitions.
This field must contain one of the following codes:
| AUD-AONIA-OIS-COMPOUND |
|
| 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-CORRA-OIS-COMPOUND |
|
| 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 |
|
| DKK-DKKOIS-OIS-COMPOUND |
|
| 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 |
|
| HKD-HONIX-OIS-COMPOUND |
|
| HUF-BUBOR-REUTERS |
|
| HUF-BUBOR-RFRCBANKS |
|
| IDR-SOR-RFRCBANKS |
|
| IDR-SOR-TELERATE |
|
| INR-MIBOR-OIS-COMPOUND |
|
| INR-MITOR-OIS-COMPOUND |
|
| INR-MIFOR |
|
| INR-MIOIS |
|
| INR-BMK |
|
| INR-INBMK-REUTERS |
|
| INR-CMT |
|
| INR-RFRCBANKS |
|
| JPY-ISDA-SWAP RATE-10:00 |
|
| JPY-ISDA-SWAP RATE-15:00 |
|
| JPY-LIBOR-BBA |
|
| JPY-LIBOR-ISDA |
|
| JPY-LIBOR-RFRCBANKS |
|
| JPY-TIBOR-17096 |
|
| JPY-TIBOR-17097 |
|
| JPY-TIBOR- DTIBOR01 |
|
| JPY-TIBOR-TIBM(10BANKS) |
|
| JPY-TIBOR-TIBM(5BANKS) |
|
| JPY-TIBOR-TIBM(ALLBANKS) |
|
| JPY-TIBOR-TIBM-RFRCBANKS |
|
| JPY-TIBOR-ZTIBOR |
|
| JPY-TONA-OIS-COMPOUND |
|
| JPY-TSR-RFRCBANKS |
|
| JPY-TSR-TELERATE-10:00 |
|
| JPY-TSR-TELERATE-15:00 |
|
| KRW-CD-KSDA-BLOOMBERG |
|
| KRW-CD-3220 |
|
| MXN-TIIE-BANXICO |
|
| MXN-TIIE-RFRCBANKS |
|
| MYR-KLIBOR-BNM |
|
| MYR-KLIBOR-RFRCBANKS |
|
| NOK-NIBOR-NIBR |
|
| NOK-NIBOR-RFRCBANKS |
|
| NZD-BBR-FRA |
|
| NZD-BBR-ISDC |
|
| NZD-BBR-RFRCBANKS |
|
| NZD-BBR-TELERATE |
|
| NZD-NZIONA-OIS-COMPOUND |
|
| PLZ-WIBOR-RFRCBANKS |
|
| PLZ-WIBOR-WIBO |
|
| SAR-SRIOR-RFRCBANKS |
|
| SAR-SRIOR-SUAA |
|
| SEK-SIOR-OIS-COMPOUND |
|
| SEK-STIBOR-RFRCBANKS |
|
| SEK-STIBOR-SIDE |
|
| SGD-SIBOR-RFCBANKS |
|
| SGD-SIBOR-TELERATE |
|
| SGD-SONAR-OIS-COMPOUND |
|
| SGD-SOR-RFRCBANKS |
|
| SGD-SOR-TELERATE |
|
| SKK-BRIBOR-BLOOMBERG |
|
| SKK-BRIBOR-BRBO |
|
| SKK-BRIBOR-NBSK07 |
|
| SKK-BRIBOR-RFRCBANKS |
|
| THB-THBFIX-REUTERS |
|
| THB-SOR-RFRCBANKS |
|
| THB-SOR-TELERATE |
|
| TWD-TELERATE-6165 |
|
| TWD-TWCPBA |
|
| TWD-RFRCDLRS |
|
| USD-BA-H.15 |
|
| USD-BA-RFRCDLRS |
|
| USD-BMA-MUNICIPALSWAPIDX |
(ie, USD-BMA Municipal Swap Index) |
| 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-H.15-OIS-CPD |
(ie, USD-Federal Funds-H.15-OIS-COMPOUND) |
| 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 37N |
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.
