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2021 ISDA Interest Rate Derivatives Definitions FRO Mapping TablesDisclaimers and Points to NoteThis document is provided for information purposes only. No representation has been made as to its completeness, accuracy or suitability. Readers of this document are advised to consult the original source documentation for a complete and accurate understanding of the subject-matter and to notify ISDA of any inaccuracies they identify in this document. ISDA, its directors, staff and agents accept no responsibility for any inaccuracy or loss incurred by any party as a result of any use to which it may be put.The first table in this document indicates where Floating Rate Options under the 2006 ISDA Definitions (the ‘2006 Definitions’) map to Floating Rate Options under the 2021 ISDA Interest Rate Derivatives Definitions (the ‘2021 Definitions’). In this context, ‘mapping‘ means that the Floating Rate Options share a common underlying benchmark, not that the Floating Rates Options are identical - there are important differences between Floating Rate Options under the 2006 Definitions and those under the 2021 Definitions, including that Floating Rate Options under the 2021 Definitions are generally price-source agnostic; may (in order to reflect more up to date information provided by the relevant Administrator (for example, as part of the benchmark methodology documentation)) have different fixing days and times or use different business day calendars; may have different correction cut-off times and may have different fallback provisions. Readers should refer to the relevant provisions in the two definitional booklets for a definitive understanding of those differences. Where ISDA has been unable to map between Floating Rate Options, a note has been included to that effect and consumers of this document will need to draw their own conclusions as to whether such Floating Rate Options map.The second table in this document indicates where Floating Rate Options under the 2006 ISDA Definitions do not map to Floating Rate Options under the 2021 ISDA Interest Rate Derivatives Definitions. There may be a number of reasons why mapping Floating Rate Options were not included in the 2021 Definitions, including, without limitation that: (i) there was no member support for their inclusion (ii) ISDA determined that the underlying benchmark was no longer published; (iii) ISDA determined the underlying benchmark was not used for the purposes of determining Floating Amounts under interest rate derivatives but was used for alternative purposes and will therefore be included in the Broker Rate Source instead (once published). ISDA may (but shall not be obliged to) publish updated versions of this document from time to time.TABLE 1 – MAPPING BETWEEN FROs UNDER THE 2006 DEFINITIONS AND FROs UNDER THE 2021 DEFINITIONS2006 Definitions FRO name2021 Definitions FRO nameAED-EBOR-ReutersAED-EIBORAUD-AONIA AUD-AONIA AUD-AONIA-OIS-COMPOUNDAUD-AONIA-OIS CompoundAUD-AONIA-OIS-COMPOUND-SwapMarkerAUD-BBR-AUBBSWAUD-BBSWAUD-BBR-BBSWAUD-BBR-BBSW-BloombergAUD-BBR-BBSY (BID)AUD-BBSY BidAUD-Quarterly Swap Rate-ICAPAUD-BBSW Quarterly Swap Rate ICAPAUD-Semi-annual Swap Rate-ICAPAUD-BBSW Semi Annual Swap Rate ICAP-BRL-CDICAD-BA-CDORCAD-CDOR CAD-BA-CDOR-BloombergCAD-BA-ReutersCAD-CORRACAD-CORRACAD-CORRA-OIS-COMPOUNDCAD-CORRA-OIS CompoundCHF-LIBOR-BBACHF-LIBORCHF-LIBOR-BBA-BloombergCHF-SARONCHF-SARONCHF-SARON-OIS-COMPOUNDCHF-SARON-OIS CompoundCL-CLICP-BloombergNote ISDA understands that the ICP index level (which is the underlying benchmark for the CL-ICP FRO in the 2021 Definitions) also appears on the Bloomberg page referenced in the CL-CLICP-Bloomberg 2006 Definitions FRO. Howeverr, the definition of CL-CLICP-Bloomberg refers to a Designated Maturity, which implies that the FRO is describing a term rate calculated by reference to the ICP index level (though ISDA has been unable to establish the reason for this). Because of this, market participants are encouraged to perform their own due diligence on these FROs in order to determine whether they map. CNH-HIBOR-TMACNH-HIBORCNY-CNREPOFIX=CFXS-ReutersCNY-Fixing Repo Rate-CNY-LPRCNY-PBOCB-ReutersCNY-Deposit RateCNY-SHIBOR-ReutersCNY-SHIBORCNY-Shibor-OIS-CompoundingCNY-SHIBOR-OIS Compound CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITIONCNY-Quarterly 7D Repo NDS Rate TraditionCOP-IBR-OIS-COMPOUNDCOP-IBR-OIS Compound-CZK-CZEONIA-CZK-CZEONIA-OIS CompoundCZK-PRIBOR-PRBOCZK-PRIBORDKK-CIBOR-DKNA13DKK-CIBORDKK-CIBOR-DKNA13-BloombergDKK-CIBOR2-DKNA13DKK-CIBOR2DKK-CIBOR2-BloombergDKK-CITA-DKNA14-COMPOUNDDKK-CITADKK-DKKOIS-OIS-COMPOUNDDKK-Tom Next-OIS Compound-EUR-EONIAEUR-EONIA-AVERAGEEUR-EONIA-AverageEUR-EONIA-OIS-COMPOUNDEUR-EONIA-OIS CompoundEUR-EONIA-OIS-COMPOUND-BloombergEUR-EURIBOR-ReutersEUR-EURIBOREUR-ISDA-EURIBOR Swap Rate-11:00EUR-EURIBOR ICE Swap Rate-11:00EUR-ISDA-EURIBOR Swap Rate-12:00EUR-EURIBOR ICE Swap Rate-12:00EUR-EURONIA-OIS-COMPOUNDEUR-EURONIA-OIS CompoundEUR-EuroSTREUR-EuroSTREUR-EuroSTR-COMPOUNDEUR-EuroSTR-OIS CompoundEUR-LIBOR-BBAEUR-LIBOREUR-LIBOR-BBA-BloombergEUR-TEC10-CNOEUR-CNO TEC10EUR-TEC10-CNO-SwapMarkerGBP-LIBOR-BBAGBP-LIBORGBP-LIBOR-BBA-BloombergGBP-ISDA-Swap RateGBP-LIBOR ICE Swap Rate-GBP-RONIAGBP-WMBA-RONIA-COMPOUNDGBP-RONIA-OIS CompoundGBP-SONIAGBP-SONIAGBP-SONIA Compounded IndexGBP-SONIA Compounded IndexGBP-SONIA Swap RateGBP-SONIA ICE Swap RateGBP-SONIA-COMPOUND GBP-SONIA-OIS CompoundUK Base RateGBP-UK Base RateHKD-HIBOR-HKABHKD-HIBORHKD-HIBOR-HKAB-BloombergHKD-HONIAHKD-HONIAHKD-HONIX-OIS-COMPOUNDHKD-HONIA-OIS CompoundHUF-BUBOR-ReutersHUF-BUBOR-HUF-HUFONIAIDR-JIBOR-ReutersIDR-JIBORILS-TELBOR01-ReutersILS-TELBORINR-FBIL-MIBOR-OIS-COMPOUNDINR-MIBOR-OIS CompoundINR-MIFORINR-MIFORINR-MIOISINR-MIBOR OISISK-REIBOR-ReutersISK-REIBORJPY-LIBOR-BBAJPY-LIBORJPY-LIBOR-BBA-BloombergJPY-LIBOR-FRASETTJPY-TSR-Reuters-10:00JPY-LIBOR TSR-10:00JPY-TSR-Reuters-15:00JPY-LIBOR TSR-15:00JPY-LTPR-MHCBJPY-LTPR MHBKJPY-LTPR-TBCNot carried over as a stand-alone FRO into the 2021 Definitions but incorporated as a Temporary Non-Publication Fallback for JPY-LTPR-MHCB in the 2021 ISDA DefinitionsJPY-Quoting Banks-LIBORNot carried over as a stand-alone FRO into the 2021 Definitions but incorporated as a Temporary Non-Publication Fallback for JPY-STPR-Quoting Banks in the 2021 ISDA DefinitionsJPY-STPR-Quoting BanksJPY-STPR-Quoting BanksJPY-TIBOR-17097JPY-TIBORJPY-TIBOR-TIBM (All Banks)-BloombergJPY-TONAJPY-TONAJPY-TONA-OIS-COMPOUNDJPY-TONA-OIS CompoundJPY-TIBOR-ZTIBORJPY-Euroyen TIBORKRW-CD-3220KRW-CD 91DKRW-CD-KSDA-BloombergMXN-TIIE-BanxicoMXN-TIIEMXN-TIIE-Banxico-BloombergMYR-KLIBOR-BNMMYR-KLIBORNOK-NIBOR-OIBORNOK-NIBORNOK-NIBOR-NIBR-BloombergNOK-NOWANOK-NOWANOK-NOWA-OIS CompoundNOK-NOWA-OIS CompoundNZD-BBR-BIDNZD-BKBM BidNZD-BBR-FRANZD-BKBM FRANZD-Swap Rate-ICAPNZD-BKBM FRA Swap Rate ICAPNZD-NZIONANZD-NZIONANZD-NZIONA-OIS-COMPOUNDNZD-NZIONA-OIS CompoundPHP-PHIREF-BloombergPHP-PHIREF-PLN-POLONIAPLN-POLONIA-OIS-COMPOUNDPLN-POLONIA-OIS Compound-PLN-WIBIDPLN-WIBOR-WIBOPLN-WIBOR-RON-ROBIDRON-RBOR-ReutersRON-ROBOR-RUB-Key Rate CBRFRUB-MOSPRIME-NFEARUB-MosPrime-RUB-RUONIARUB-RUONIA-OIS-COMPOUNDRUB-RUONIA-OIS CompoundSAR-SRIOR-SUAASAR-SAIBORSEK-SIOR-OIS-COMPOUNDSEK-STIBOR-OIS CompoundSEK-STIBOR-BloombergSEK-STIBORSEK-STIBOR-SIDESGD-SIBOR-ReutersSGD-SIBORSGD-SOR-VWAPSGD-SORSGD-SORASGD-SORASGD-SORA-COMPOUNDSGD-SORA-OIS CompoundTHB-THBFIX-ReutersTHB-THBFIXTHB-THORTHB-THORTHB-THOR-COMPOUNDTHB-THOR-OIS CompoundTRY-TLREF-OIS-COMPOUNDTRY-TLREF-OIS CompoundTRY-TRYIBOR-ReutersTRY-TRLIBORTWD-TAIBOR-BloombergTWD-TAIBORTWD-TAIBOR-ReutersTWD-TAIBIR01TWD-TAIBIR01TWD-TAIBIR02TWD-TAIBIR02USD-AMERIBORUSD-AMERIBORUSD-AMERIBOR Average 30DUSD-AMERIBOR Average 30DUSD-AMERIBOR Average 90DUSD-AMERIBOR Average 90DUSD-AMERIBOR TermUSD-AMERIBOR TermUSD-BSBYUSD-BSBYUSD-CMT-T7051USD-CMTUSD-CMT-T7052USD-CMT Average 1WUSD-COF11-FHLBSFUSD-COFIUSD-COF11-ReutersUSD-CP-H.15USD-CP-Money Market YieldUSD-Federal Funds-H.15USD-Federal FundsUSD-Federal Funds-H.15-BloombergUSD-Federal Funds-H.15-OIS-COMPOUNDUSD-Federal Funds-OIS CompoundUSD-ISDA-Swap RateUSD-LIBOR ICE Swap Rate-11:00USD-ISDAFIX3-Swap RateUSD-ISDA-Swap Rate-3:00USD-LIBOR ICE Swap Rate-15:00USD-ISDAFIX3-Swap Rate-3:00USD-LIBOR-BBAUSD-LIBORUSD-LIBOR-BBA-BloombergUSD-SIFMA Municipal Swap IndexUSD-Municipal Swap IndexUSD-Overnight Bank Funding RateUSD-Overnight?Bank Funding RateUSD-Prime-H.15USD-PrimeUSD-S&P Index-High GradeUSD-SandP Index High GradeUSD-SOFRUSD-SOFRUSD-SOFR-COMPOUNDUSD-SOFR-OIS CompoundUSD-TBILL-Secondary MarketUSD-TBILL Secondary Market-Bond Equivalent YieldZAR-JIBAR-SAFEXZAR-JIBARZAR-PRIME-AVERAGEZAR-Prime AverageTABLE 2 - FROs UNDER THE 2006 DEFINITIONS THAT DO NOT MAP TO FROs UNDER THE 2021 DEFINITIONSPlease refer to the Disclaimers and Points to Note section for important information regarding this table. Please also note that FROs marked in italics were removed from the 2006 Definitions prior to publication of this table.2006 Definitions FRO nameAUD-LIBOR-BBAAUD-LIBOR-BBA-BloombergAUD-LIBOR-Reference BanksAUD-Quarterly Swap Rate-ICAP-Reference BanksAUD-Semi-Annual Swap Rate-11:00-BGCANTORAUD-Semi-Annual Swap Rate-BGCANTOR-Reference BanksAUD-Semi-Annual Swap Rate-ICAP-Reference BanksAUD-Swap Rate-ReutersCAD-BA-Reference BanksCAD-ISDA-Swap RateCAD-LIBOR-BBACAD-LIBOR-BBA-BloombergCAD-LIBOR-BBA-SwapMarkerCAD-LIBOR-Reference BanksCAD-REPO-CORRACAD-TBILL-Reference BanksCAD-TBILL-ReutersCHF USD-Basis Swaps-11:00-ICAPCHF-3M LIBOR SWAP-CME vs LCH-ICAPCHF-3M LIBOR SWAP-CME vs LCH-ICAP-BloombergCHF-3M LIBOR SWAP-EUREX vs LCH-ICAPCHF-3M LIBOR SWAP-EUREX vs LCH-ICAP-BloombergCHF-6M LIBOR SWAP-CME vs LCH-ICAPCHF-6M LIBOR SWAP-EUREX vs LCH-ICAPCHF-6M LIBOR SWAP-EUREX vs LCH-ICAP-BloombergCHF-6M LIBORSWAP-CME vs LCH-ICAP-BloombergCHF-Annual Swap RateCHF-Annual Swap Rate-11:00-ICAPCHF-Annual Swap Rate-Reference BanksCHF-Basis Swap-3m vs 6m-LIBOR-11:00-ICAPCHF-ISDAFIX-Swap RateCHF-LIBOR-Reference BanksCHF-OIS-11:00-ICAPCHF-TOIS-OIS-COMPOUNDCNH-HIBOR-Reference BanksCNY 7-Repo Compounding DateCNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION-Reference BanksCNY-Semi-Annual Swap Rate-11:00-BGCANTORCNY-Semi-Annual Swap Rate-Reference BanksCZK-Annual Swap Rate-11:00-BGCANTORCZK-Annual Swap Rate-Reference BanksCZK-PRIBOR-Reference BanksDKK-CIBOR-Reference BanksEUR Basis Swap-EONIA vs 3m EUR+IBOR Swap Rates-A/360-10:00-ICAPEUR EURIBOR-Annual Bond Swap vs 1m-11:00-ICAPEUR EURIBOR-Basis Swap-1m vs 3m-Euribor-11:00-ICAPEUR EURIBOR-Basis Swap-3m vs 6m-11:00-ICAPEUR USD-Basis Swaps-11:00-ICAPEUR-3M EURIBOR SWAP-CME vs LCH-ICAPEUR-3M EURIBOR SWAP-CME vs LCH-ICAP-BloombergEUR-3M EURIBOR SWAP-EUREX vs LCH-ICAPEUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP-BloombergEUR-6M EURIBOR SWAP-CME vs LCH-ICAPEUR-6M EURIBOR SWAP-CME vs LCH-ICAP-BloombergEUR-6M EURIBOR SWAP-EUREX vs LCH-ICAPEUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP-BloombergEUR-Annual Swap Rate-10:00EUR-Annual Swap Rate-10:00-BGCANTOREUR-Annual Swap Rate-10:00-BloombergEUR-Annual Swap Rate-10:00-ICAPEUR-Annual Swap Rate-10:00-SwapMarkerEUR-Annual Swap Rate-10:00-TRADITIONEUR-Annual Swap Rate-11:00EUR-Annual Swap Rate-11:00-BloombergEUR-Annual Swap Rate-11:00-ICAPEUR-Annual Swap Rate-11:00-SwapMarkerEUR-Annual Swap Rate-3 MonthEUR-Annual Swap Rate-3 Month-SwapMarkerEUR-Annual Swap Rate-4:15-TRADITIONEUR-Annual Swap Rate-Reference BanksEUR-EONIA-OIS-10:00-BGCANTOREUR-EONIA-OIS-10:00-ICAPEUR-EONIA-OIS-10:00-TRADITIONEUR-EONIA-OIS-11:00-ICAPEUR-EONIA-OIS-4:15-TRADITIONEUR-EONIA-Swap-IndexEUR-EURIBOR-Act/365EUR-EURIBOR-Act/365-BloombergEUR-EURIBOR-Reference BanksEUR-ISDA-LIBOR Swap Rate-10:00EUR-ISDA-LIBOR Swap Rate-11:00EUR-LIBOR-Reference BanksEUR-TEC10-Reference BanksEUR-TEC5-CNOEUR-TEC5-CNO-SwapMarkerEUR-TEC5-Reference BanksGBP USD-Basis Swaps-11:00-ICAPGBP-6M LIBOR SWAP-CME vs LCH-ICAPGBP-6M LIBOR SWAP-CME vs LCH-ICAP-BloombergGBP-6M LIBOR SWAP-EUREX vs LCH-ICAPGBP-6M LIBOR SWAP-EUREX vs LCH-ICAP-BloombergGBP-LIBOR-Reference BanksGBP-Semi Annual Swap Rate-11:00-TRADITIONGBP-Semi Annual Swap Rate-4:15-TRADITIONGBP-Semi-Annual Swap RateGBP-Semi-Annual Swap Rate-11:00-ICAPGBP-Semi-Annual Swap Rate-Reference BanksGBP-Semi-Annual Swap Rate-SwapMarker26GBP-SONIA-OIS-11:00-ICAPGBP-SONIA-OIS-11:00-TRADITIONGBP-SONIA-OIS-4:15-TRADITIONGBP-WMBA-SONIA-COMPOUND (Supp 55)HKD-HIBOR-HIBOR=HKD-HIBOR-HIBOR-BloombergHKD-HIBOR-Reference BanksHKD-ISDA-Swap Rate-11:00HKD-ISDA-Swap Rate-4:00HKD-Quarterly-Annual Swap Rate-11:00-BGCANTORHKD-Quarterly-Annual Swap Rate-11:00-TRADITIONHKD-Quarterly-Annual Swap Rate-4:00-BGCANTORHKD-Quarterly-Annual Swap Rate-Reference BanksHKD-Quarterly-Quarterly Swap Rate-11:00-ICAPHKD-Quarterly-Quarterly Swap Rate-4:00-ICAPHKD-Quarterly-Quarterly Swap Rate-Reference BanksHUF-BUBOR-Reference BanksIDR-IDMA-BloombergIDR-IDRFIXIDR-SBI-ReutersIDR-Semi Annual Swap Rate–Non-deliverable–16:00–Tullett PrebonIDR-Semi-Annual Swap Rate-11:00-BGCANTORIDR-Semi-Annual Swap Rate-Reference BanksIDR-SOR-Reference BanksIDR-SOR-Reuters (Supp 34)ILS-TELBOR-Reference BanksINR-BMK (Supp 54)INR-CMT (Supp 54)INR-INBMK-REUTERS (Supp 54)INR-MIBOR-OIS-COMPOUNDINR-MITOR-OIS-COMPOUND (Supp 54)INR-Reference BanksINR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett PrebonINR-Semi-Annual Swap Rate-11:30-BGCANTORINR-Semi-Annual Swap Rate-Reference BanksISK-REIBOR-Reference BanksJPY USD-Basis Swaps-11:00-ICAPJPY-Annual Swap Rate-11:00-TRADITIONJPY-Annual Swap Rate-3:00-TRADITIONJPY-BBSF-Bloomberg-10:00JPY-BBSF-Bloomberg-15:00JPY-ISDA-Swap Rate-10:00JPY-ISDA-Swap Rate-15:00JPY-LIBOR-Reference BanksJPY-LTPR-TBCJPY-MUTANCALL-TONARJPY-OIS-11:00-ICAPJPY-OIS-11:00-TRADITIONJPY-OIS-3:00-TRADITIONJPY-Quoting Banks-LIBORJPY-TIBOR-17096JPY-TIBOR-TIBMJPY-TIBOR-TIBM (10 Banks) (Supp 47)JPY-TIBOR-TIBM (5 Banks) (Supp 47)JPY-TIBOR-TIBM (All Banks) (Supp 47)JPY-TIBOR-TIBM-Reference BanksJPY-TSR-Reference BanksKRW-Bond-3222KRW-Quarterly Annual Swap Rate-3:30-ICAPMXN-TIIE-Reference BanksMYR-KLIBOR-Reference BanksMYR-Quarterly Swap Rate-11:00-TRADITIONMYR-Quarterly Swap Rate-TRADITION-Reference BanksNOK-NIBOR-NIBR (Supp 49)NOK-NIBOR-Reference BanksNZD-BBR-ISDCNZD-BBR-Reference BanksNZD-Semi-Annual Swap Rate-11:00-BGCANTORNZD-Semi-Annual Swap Rate-BGCANTOR-Reference BanksNZD-Swap Rate-ICAP-Reference BanksPHP-PHIREF-BAP (Supp 45)PHP-PHIREF-Reference BanksPHP-Semi-Annual Swap Rate-11:00-BGCANTORPHP-Semi-Annual Swap Rate-Reference BanksPLN-WIBOR-Reference BanksREPOFUNDS RATE-FRANCE-OIS-COMPOUNDREPOFUNDS RATE-GERMANY-OIS-COMPOUNDREPOFUNDS RATE-ITALY-OIS-COMPOUNDRON-Annual Swap Rate-11:00-BGCANTORRON-Annual Swap Rate-Reference BanksRUB-Annual Swap Rate-11:00-BGCANTORRUB-Annual Swap Rate-12:45-TRADITIONRUB-Annual Swap Rate-4:15-TRADITIONRUB-Annual Swap Rate-Reference BanksRUB-Annual Swap Rate-TRADITION-Reference BanksRUB-MOSPRIME-Reference BanksSAR-SRIOR-Reference BanksSEK-Annual Swap RateSEK-Annual Swap Rate-SESWFISEK-STIBOR-Reference BanksSGD-Semi-Annual Currency Basis Swap Rate-11:00-Tullett PrebonSGD-Semi-Annual Currency Basis Swap Rate-16:00-Tullett PrebonSGD-Semi-Annual Swap Rate-11.00-TRADITIONSGD-Semi-Annual Swap Rate-11:00-BGCANTORSGD-Semi-Annual Swap Rate-11:00-Tullett PrebonSGD-Semi-Annual Swap Rate-16:00-Tullett PrebonSGD-Semi-Annual Swap Rate-ICAPSGD-Semi-Annual Swap Rate-ICAP-Reference BanksSGD-Semi-Annual Swap Rate-Reference BanksSGD-Semi-Annual Swap Rate-TRADITION-Reference BanksSGD-SIBOR-Reference BanksSGD-SONAR-OIS-COMPOUND (Supp 35)SGD-SONAR-OIS-VWAP-COMPOUND (Supp 62)SGD-SOR-Reference Banks (Supp 35)SGD-SOR-Reuters (Supp 35)SGD-SOR-VWAP-Reference BanksSKK-BRIBOR-BloombergSKK-BRIBOR-NBSK07SKK-BRIBOR-Reference BanksTHB-Semi-Annual Swap Rate-11:00-BGCANTOR (Supp 38)THB-Semi-Annual Swap Rate-Reference Banks (Supp 38)THB-SOR-Reference Banks (Supp 38)THB-SOR-Reuters (Supp 35)THB-THBFIX-Reference BanksTRY Annual Swap Rate-11:00-TRADITIONTRY-Annual Swap Rate-11:15-BGCANTORTRY-Annual Swap Rate-Reference BanksTRY-Semi-Annual Swap Rate-TRADITION-Reference BanksTRY-TRYIBOR-Reference BanksTWD-Quarterly-Annual Swap Rate-11:00-BGCANTORTWD-Quarterly-Annual Swap Rate-Reference BanksTWD-Reference DealersTWD-Reuters-6165TWD-TWCPBAUSD Swap Rate-BCMP1USD Treasury Rate-BCMP1USD-3M LIBOR SWAP-CME vs LCH-ICAPUSD-3M LIBOR SWAP-CME vs LCH-ICAP-BloombergUSD-6M LIBOR SWAP-CME vs LCH-ICAPUSD-6M LIBOR SWAP-CME vs LCH-ICAP-BloombergUSD-Annual Swap Rate-11:00-BGCANTORUSD-Annual Swap Rate-11:00-TRADITIONUSD-Annual Swap Rate-4:00-TRADITIONUSD-BA-H.15USD-BA-Reference DealersUSD-CD-H.15USD-CD-Reference DealersUSD-CMS-Reference BanksUSD-CMS-Reference Banks-ICAP SwapPXUSD-CMS-ReutersUSD-CP-Reference DealersUSD-Federal Funds-Reference DealersUSD-FFCB-DISCOUSD-LIBOR-LIBOUSD-LIBOR-Reference BanksUSD-Municipal Swap Libor Ratio-11:00-ICAPUSD-Municipal Swap Rate-11:00-ICAPUSD-OIS-11:00-BGCANTORUSD-OIS-11:00-LON-ICAPUSD-OIS-11:00-NY-ICAPUSD-OIS-11:00-TRADITIONUSD-OIS-3:00-BGCANTORUSD-OIS-3:00-NY-ICAPUSD-OIS-4:00-TRADITIONUSD-Prime-Reference BanksUSD-SIBOR-Reference BanksUSD-SIBOR-SIBO (Supp 36)USD-TBILL-H.15USD-TBILL-H.15-BloombergUSD-TIBOR-Reference BanksUSD-Treasury Rate-ICAP BrokerTecUSD-Treasury Rate-SwapMarker100USD-Treasury Rate-SwapMarker99USD-Treasury Rate-T19901USD-Treasury Rate-T500USD-Treasury-19901-3:00-ICAPVND-Semi-Annual Swap Rate-11:00-BGCANTORVND-Semi-Annual Swap Rate-Reference BanksZAR-DEPOSIT-Reference BanksZAR-DEPOSIT-SAFEXZAR-JIBAR-Reference BanksZAR-PRIME-AVERAGE-Reference BanksZAR-Quarterly Swap Rate-1:00-TRADITIONZAR-Quarterly Swap Rate-5:30-TRADITIONZAR-Quarterly Swap Rate-TRADITION-Reference Banks ................
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