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| {{isdadefsprov|6.2(g)}} For purposes of Section {{isdadefsprov|6.2(f)}}(ii), the {{isdadefsprov|Day Count Fraction}} for each of the following {{isdadefsprov|Floating Rate Option}}s is indicated below:
| | This is an anatomy of the English Law [[Credit Support Annex]]. For the New York law [[1994 Credit Support Annex]] see the [[1994 CSA Anatomy]]. |
|
| |
|
| | {{Anatomies}} |
| | <small> |
| {{tabletop}} | | {{tabletop}} |
| {{cellwidth|50}} | | {{cellwidth|50}} |
| '''{{isdadefsprov|Floating Rate Option}}'''
| | ==={{1995csa}} Terms=== |
| {{cellwidth|50}} | | {{cellwidth|50}} |
| '''{{isdadefsprov|Day Count Fraction}}'''
| | ==={{2016vmcsa}} Terms=== |
| |- | | |- |
| | {{top}} | | | {{top}} |
| “AUD-AONIA-OIS-COMPOUND”
| | {{1995 CSA Section 1 TOC}} |
| | {{top}}
| | | {{top}} |
| {{isdadefsprov|Actual/365 (Fixed)}}
| | {{2016 VM CSA Section 1 TOC}} |
| |-
| |
| | {{top}}
| |
| “AUD-AONIA-OIS-COMPOUND-SwapMarker”
| |
| | {{top}} | |
| {{isdadefsprov|Actual/365 (Fixed)}} | |
| |- | | |- |
| | {{top}}
| |
| “AUD-BBR-AUBBSW”
| |
| | {{top}} | | | {{top}} |
| {{isdadefsprov|Actual/365 (Fixed)}} | | {{1995 CSA Section 2 TOC}} |
| |-
| |
| | {{top}} | | | {{top}} |
| “AUD-BBR-BBSW”
| | {{2016 VM CSA Section 2 TOC}} |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |- | | |- |
| | {{top}} | | | {{top}} |
| “AUD-BBR-BBSW-Bloomberg”
| | {{1995 CSA Section 3 TOC}} |
| | {{top}} | | | {{top}} |
| {{isdadefsprov|Actual/365 (Fixed)}} | | {{2016 VM CSA Section 3 TOC}} |
| |- | | |- |
| | | {{top}} |
| | {{1995 CSA Section 4 TOC}} |
| | {{top}} | | | {{top}} |
| “AUD-BBR-BBSY (BID)”
| | {{2016 VM CSA Section 4 TOC}} |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |- | | |- |
| | {{top}} | | | {{top}} |
| “AUD-Swap Rate-Reuters”
| | {{1995 CSA Section 5 TOC}} |
| | {{top}} | | | {{top}} |
| {{isdadefsprov|Actual/365 (Fixed)}} | | {{2016 VM CSA Section 5 TOC}} |
| |- | | |- |
| | {{top}} | | | {{top}} |
| “CAD-BA-CDOR”
| | {{1995 CSA Section 6 TOC}} |
| | {{top}} | | | {{top}} |
| {{isdadefsprov|Actual/365 (Fixed)}} | | {{2016 VM CSA Section 6 TOC}} |
| |- | | |- |
| | {{top}} | | | {{top}} |
| “CAD-BA-CDOR-Bloomberg”
| | {{1995 CSA Section 7 TOC}} |
| | {{top}} | | | {{top}} |
| {{isdadefsprov|Actual/365 (Fixed)}} | | {{2016 VM CSA Section 7 TOC}} |
| |- | | |- |
| | {{top}} | | | {{top}} |
| “CAD-BA-Reuters”
| | {{1995 CSA Section 8 TOC}} |
| | {{top}} | | | {{top}} |
| {{isdadefsprov|Actual/365 (Fixed)}} | | {{2016 VM CSA Section 8 TOC}} |
| |- | | |- |
| | {{top}} | | | {{top}} |
| “CAD-BA-Reference Banks”
| | {{1995 CSA Section 9 TOC}} |
| | {{top}} | | | {{top}} |
| {{isdadefsprov|Actual/365 (Fixed)}} | | {{2016 VM CSA Section 9 TOC}} |
| |- | | |- |
| | {{top}} | | | {{top}} |
| “CAD-ISDA-Swap Rate”
| | {{1995 CSA Section 10 TOC}} |
| | {{top}} | | | {{top}} |
| {{isdadefsprov|Actual/365 (Fixed)}} | | {{2016 VM CSA Section 10 TOC}} |
| |- | | |- |
| | {{top}} | | | {{top}} |
| “CAD-TBILL-Reuters”
| | {{1995 CSA Section 11 TOC}} |
| | {{top}} | | | {{top}} |
| {{isdadefsprov|Actual/365 (Fixed)}} | | {{2016 VM CSA Section 11 TOC}} |
| |-
| | {{tablebottom}} |
| | {{top}}
| | </small> |
| “CAD-TBILL-Reference Banks”
| | ==See also== |
| | {{top}}
| | *[[ISDA Anatomy]] |
| {{isdadefsprov|Actual/365 (Fixed)}}
| | |
| |-
| | {{anat|csa}} |
| | {{top}}
| |
| “CAD-REPO-CORRA”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “EUR-EURIBOR-Act/365”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “EUR-EURIBOR-Act/365-Bloomberg”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “GBP-ISDA-Swap Rate”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “GBP-LIBOR-BBA”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “GBP-LIBOR-BBA-Bloomberg”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “GBP-LIBOR-Reference Banks”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “GBP-Semi-Annual Swap Rate”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “GBP-Semi-Annual Swap Rate-Reference Banks”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “GBP-WMBA-SONIA-COMPOUND”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “HKD-HIBOR-HKAB”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “HKD-HIBOR-HKAB-Bloomberg”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “HKD-HIBOR-HIBOR=“
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “HKD-HIBOR-HIBOR-Bloomberg”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “HKD-HIBOR-Reference Banks”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “HKD-HONIX-OIS-COMPOUND”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “HKD-ISDA-Swap Rate-11:00”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “HKD-ISDA-Swap Rate-4:00”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “IDR-IDMA -Bloomberg”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/Actual}}
| |
| |-
| |
| | {{top}}
| |
| “ILS-TELBOR01-REUTERS”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “INR-BMK”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “INR-CMT”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “INR-INBMK-REUTERS”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “INR-MIBOR-OIS-COMPOUND”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “INR-MIFOR”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “INR-MIOIS”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “INR-MITOR-OIS-COMPOUND”
| |
| | {{top}} | |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “JPY-BBSF-Bloomberg-10:00”
| |
| | {{top}}
| |
| “{{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “JPY-BBSF-Bloomberg-15:00”
| |
| | {{top}}
| |
| “{{isdadefsprov|Actual/365(Fixed) )}}
| |
| |-
| |
| | {{top}}
| |
| “KRW-CD-KSDA-Bloomberg”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “KRW-CD-3220”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “MYR-KLIBOR-BNM”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “MYR-KLIBOR-Reference Banks”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “NZD-NZIONA-OIS-COMPOUND”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “PLN-WIBOR-WIBO”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “PLN-WIBOR-Reference Banks”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “SGD-SIBOR-Reuters”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “SGD-SIBOR-Reference Banks”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “SGD-SONAR-OIS-COMPOUND”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “SGD-SOR-Reuters”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “SGD-SOR-Reference Banks”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “THB-SOR-Reuters”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “THB-SOR-Reference Banks”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “THB-THBFIX-Reuters”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “TWD-Reuters-6165”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “TWD-TWCPBA”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “TWD-Reference Dealers”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “USD-CMS-Reference Banks-ICAP SwapPX”
| |
| | {{top}}
| |
| {{isdadefsprov|30/360}}
| |
| |-
| |
| | {{top}}
| |
| “USD-SIFMA Municipal Swap Index”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/Actual}}
| |
| |-
| |
| | {{top}}
| |
| “USD-S&P Index-High Grade”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/Actual}}
| |
| |-
| |
| | {{top}}
| |
| “ZAR-JIBAR-SAFEX”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “ZAR-JIBAR-Reference Banks”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “ZAR-PRIME-AVERAGE”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “ZAR-PRIME-AVERAGE-Reference Banks”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “ZAR-DEPOSIT-SAFEX”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |
| |-
| |
| | {{top}}
| |
| “ZAR-DEPOSIT-Reference Banks”
| |
| | {{top}}
| |
| {{isdadefsprov|Actual/365 (Fixed)}}
| |