Template:Csa currency table
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Currency | Interest Rate (VM) | A/365 Currency |
---|---|---|
USD | Fed Funds | No |
CAD | CORRA | Yes |
EUR | EONIA | No |
GBP | SONIA | Yes |
JPY | TONAT | Yes |
CHF | TOIS | No |
NZD | NZDOND | Yes |
AUD | RBA30 | Yes |
SEK | STIBOR | No |
DKK | DKKAMTNC | No |
NOK | NOINL | No |
- ↑ This table is taken from the Exhibit to the ISDA 2016 Variation Margin Protocol and may be out of date now.