Reference rate code

Domain ID

RFRNC_RT

Definition

Variables defined on the domain

Members

Member ID Name Definition
0 Not applicable
10 EURIBOR - 1W
100 EURIBOR - 8M
101 USD LIBOR - 8M
102 GBP LIBOR - 8M
103 EUR LIBOR - 8M
104 JPY LIBOR - 8M
105 CHF LIBOR - 8M
106 MIBOR - 8M
107 other single reference rate - 8M
108 multiple reference rates - 8M
109 EURIBOR - 9M
11 USD LIBOR - 1W
110 USD LIBOR - 9M
111 GBP LIBOR - 9M
112 EUR LIBOR - 9M
113 JPY LIBOR - 9M
114 CHF LIBOR - 9M
115 MIBOR - 9M
116 other single reference rate - 9M
117 multiple reference rates - 9M
118 EURIBOR - 10M
119 USD LIBOR - 10M
12 GBP LIBOR - 1W
120 GBP LIBOR - 10M
121 EUR LIBOR - 10M
122 JPY LIBOR - 10M
123 CHF LIBOR - 10M
124 MIBOR - 10M
125 other single reference rate - 10M
126 multiple reference rates - 10M
127 EURIBOR - 11M
128 USD LIBOR - 11M
129 GBP LIBOR - 11M
13 EUR LIBOR - 1W
130 EUR LIBOR - 11M
131 JPY LIBOR - 11M
132 CHF LIBOR - 11M
133 MIBOR - 11M
134 other single reference rate - 11M
135 multiple reference rates - 11M
136 EURIBOR - 12M
137 USD LIBOR - 12M
138 GBP LIBOR - 12M
139 EUR LIBOR - 12M
14 JPY LIBOR - 1W
140 JPY LIBOR - 12M
141 CHF LIBOR - 12M
142 MIBOR - 12M
143 other single reference rate - 12M
144 multiple reference rates - 12M
145 EONIA
15 CHF LIBOR - 1W
16 MIBOR - 1W
17 other single reference rate - 1W
18 multiple reference rates - 1W
19 EURIBOR - 2W
2 USD LIBOR - ON
20 USD LIBOR - 2W
21 GBP LIBOR - 2W
22 EUR LIBOR - 2W
23 JPY LIBOR - 2W
24 CHF LIBOR - 2W
25 MIBOR - 2W
26 other single reference rate - 2W
27 multiple reference rates - 2W
28 EURIBOR - 3W
29 USD LIBOR - 3W
3 GBP LIBOR - ON
30 GBP LIBOR - 3W
31 EUR LIBOR - 3W
32 JPY LIBOR - 3W
33 CHF LIBOR - 3W
34 MIBOR - 3W
35 other single reference rate - 3W
36 multiple reference rates - 3W
37 EURIBOR - 1M
38 USD LIBOR - 1M
39 GBP LIBOR - 1M
4 EUR LIBOR - ON
40 EUR LIBOR - 1M
41 JPY LIBOR - 1M
42 CHF LIBOR - 1M
43 MIBOR - 1M
44 other single reference rate - 1M
45 multiple reference rates - 1M
46 EURIBOR - 2M
47 USD LIBOR - 2M
48 GBP LIBOR - 2M
49 EUR LIBOR - 2M
5 JPY LIBOR - ON
50 JPY LIBOR - 2M
51 CHF LIBOR - 2M
52 MIBOR - 2M
53 other single reference rate - 2M
54 multiple reference rates - 2M
55 EURIBOR - 3M
56 USD LIBOR - 3M
57 GBP LIBOR - 3M
58 EUR LIBOR - 3M
59 JPY LIBOR - 3M
6 CHF LIBOR - ON
60 CHF LIBOR - 3M
61 MIBOR - 3M
62 other single reference rate - 3M
63 multiple reference rates - 3M
64 EURIBOR - 4M
65 USD LIBOR - 4M
66 GBP LIBOR - 4M
67 EUR LIBOR - 4M
68 JPY LIBOR - 4M
69 CHF LIBOR - 4M
7 MIBOR - ON
70 MIBOR - 4M
71 other single reference rate - 4M
72 multiple reference rates - 4M
73 EURIBOR - 5M
74 USD LIBOR - 5M
75 GBP LIBOR - 5M
76 EUR LIBOR - 5M
77 JPY LIBOR - 5M
78 CHF LIBOR - 5M
79 MIBOR - 5M
8 other single reference rate - ON
80 other single reference rate - 5M
81 multiple reference rates - 5M
82 EURIBOR - 6M
83 USD LIBOR - 6M
84 GBP LIBOR - 6M
85 EUR LIBOR - 6M
86 JPY LIBOR - 6M
87 CHF LIBOR - 6M
88 MIBOR - 6M
89 other single reference rate - 6M
9 multiple reference rates - ON
90 multiple reference rates - 6M
91 EURIBOR - 7M
92 USD LIBOR - 7M
93 GBP LIBOR - 7M
94 EUR LIBOR - 7M
95 JPY LIBOR - 7M
96 CHF LIBOR - 7M
97 MIBOR - 7M
98 other single reference rate - 7M
99 multiple reference rates - 7M

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