CSA Anatomy

6.2(g) For purposes of Section 6.2(f)(ii), the Day Count Fraction for each of the following Floating Rate Options is indicated below:

Floating Rate Option	Day Count Fraction
“AUD-AONIA-OIS-COMPOUND”	Actual/365 (Fixed)
“AUD-AONIA-OIS-COMPOUND-SwapMarker”	Actual/365 (Fixed)
“AUD-BBR-AUBBSW”	Actual/365 (Fixed)
“AUD-BBR-BBSW”	Actual/365 (Fixed)
“AUD-BBR-BBSW-Bloomberg”	Actual/365 (Fixed)
“AUD-BBR-BBSY (BID)”	Actual/365 (Fixed)
“AUD-Swap Rate-Reuters”	Actual/365 (Fixed)
“CAD-BA-CDOR”	Actual/365 (Fixed)
“CAD-BA-CDOR-Bloomberg”	Actual/365 (Fixed)
“CAD-BA-Reuters”	Actual/365 (Fixed)
“CAD-BA-Reference Banks”	Actual/365 (Fixed)
“CAD-ISDA-Swap Rate”	Actual/365 (Fixed)
“CAD-TBILL-Reuters”	Actual/365 (Fixed)
“CAD-TBILL-Reference Banks”	Actual/365 (Fixed)
“CAD-REPO-CORRA”	Actual/365 (Fixed)
“EUR-EURIBOR-Act/365”	Actual/365 (Fixed)
“EUR-EURIBOR-Act/365-Bloomberg”	Actual/365 (Fixed)
“GBP-ISDA-Swap Rate”	Actual/365 (Fixed)
“GBP-LIBOR-BBA”	Actual/365 (Fixed)
“GBP-LIBOR-BBA-Bloomberg”	Actual/365 (Fixed)
“GBP-LIBOR-Reference Banks”	Actual/365 (Fixed)
“GBP-Semi-Annual Swap Rate”	Actual/365 (Fixed)
“GBP-Semi-Annual Swap Rate-Reference Banks”	Actual/365 (Fixed)
“GBP-WMBA-SONIA-COMPOUND”	Actual/365 (Fixed)
“HKD-HIBOR-HKAB”	Actual/365 (Fixed)
“HKD-HIBOR-HKAB-Bloomberg”	Actual/365 (Fixed)
“HKD-HIBOR-HIBOR=“	Actual/365 (Fixed)
“HKD-HIBOR-HIBOR-Bloomberg”	Actual/365 (Fixed)
“HKD-HIBOR-Reference Banks”	Actual/365 (Fixed)
“HKD-HONIX-OIS-COMPOUND”	Actual/365 (Fixed)
“HKD-ISDA-Swap Rate-11:00”	Actual/365 (Fixed)
“HKD-ISDA-Swap Rate-4:00”	Actual/365 (Fixed)
“IDR-IDMA -Bloomberg”	Actual/Actual
“ILS-TELBOR01-REUTERS”	Actual/365 (Fixed)
“INR-BMK”	Actual/365 (Fixed)
“INR-CMT”	Actual/365 (Fixed)
“INR-INBMK-REUTERS”	Actual/365 (Fixed)
“INR-MIBOR-OIS-COMPOUND”	Actual/365 (Fixed)
“INR-MIFOR”	Actual/365 (Fixed)
“INR-MIOIS”	Actual/365 (Fixed)
“INR-MITOR-OIS-COMPOUND”	Actual/365 (Fixed)
“JPY-BBSF-Bloomberg-10:00”	“Actual/365 (Fixed)
“JPY-BBSF-Bloomberg-15:00”	“Actual/365(Fixed) )
“KRW-CD-KSDA-Bloomberg”	Actual/365 (Fixed)
“KRW-CD-3220”	Actual/365 (Fixed)
“MYR-KLIBOR-BNM”	Actual/365 (Fixed)
“MYR-KLIBOR-Reference Banks”	Actual/365 (Fixed)
“NZD-NZIONA-OIS-COMPOUND”	Actual/365 (Fixed)
“PLN-WIBOR-WIBO”	Actual/365 (Fixed)
“PLN-WIBOR-Reference Banks”	Actual/365 (Fixed)
“SGD-SIBOR-Reuters”	Actual/365 (Fixed)
“SGD-SIBOR-Reference Banks”	Actual/365 (Fixed)
“SGD-SONAR-OIS-COMPOUND”	Actual/365 (Fixed)
“SGD-SOR-Reuters”	Actual/365 (Fixed)
“SGD-SOR-Reference Banks”	Actual/365 (Fixed)
“THB-SOR-Reuters”	Actual/365 (Fixed)
“THB-SOR-Reference Banks”	Actual/365 (Fixed)
“THB-THBFIX-Reuters”	Actual/365 (Fixed)
“TWD-Reuters-6165”	Actual/365 (Fixed)
“TWD-TWCPBA”	Actual/365 (Fixed)
“TWD-Reference Dealers”	Actual/365 (Fixed)
“USD-CMS-Reference Banks-ICAP SwapPX”	30/360
“USD-SIFMA Municipal Swap Index”	Actual/Actual
“USD-S&P Index-High Grade”	Actual/Actual
“ZAR-JIBAR-SAFEX”	Actual/365 (Fixed)
“ZAR-JIBAR-Reference Banks”	Actual/365 (Fixed)
“ZAR-PRIME-AVERAGE”	Actual/365 (Fixed)
“ZAR-PRIME-AVERAGE-Reference Banks”	Actual/365 (Fixed)
“ZAR-DEPOSIT-SAFEX”	Actual/365 (Fixed)
“ZAR-DEPOSIT-Reference Banks”	Actual/365 (Fixed)