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Rune Testing is a java library that is utilised by Rosetta Code Generators and models expressed in the Rosetta DSL.
<?xml version="1.0" encoding="UTF-8"?>
<gcl:CodeList xmlns:doc="http://www.fpml.org/coding-scheme/documentation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:gcl="http://xml.genericode.org/2004/ns/CodeList/0.2/" xsi:schemaLocation="http://xml.genericode.org/2004/ns/CodeList/0.2/ CodeList.xsd">
<Annotation>
<Description>
<doc:definition>The FpML floating rate index codes contained in this document are based on the ISDA Floating Rate Options as published by ISDA in the 2021 ISDA Definitions, the 2006 ISDA Definitions, the Annex to the 2000 Definitions, Section 7.1. Rate Options, and other sources, including broker rates. The codes correspond to their respective ISDA FRO only in the context of a transaction incorporating the corresponding contractual definitions.</doc:definition>
<doc:publicationDate>2023-07-28</doc:publicationDate>
<doc:confidentiality>This document contains only public information.</doc:confidentiality>
<doc:disclaimer>Aggregate Information Disclaimer: This content aggregates individual data submissions received by ISDA from third party participants. ISDA does not warrant that such aggregated data is comprehensive, and makes no warranty or guarantees to the accuracy of the underlying data provided by third parties.</doc:disclaimer>
<doc:disclaimer>IMPORTANT: This document maps certain Floating Rate Option labels in the 2006 ISDA Definitions against Floating Rate Option labels in the 2021 ISDA Interest Rate Derivatives Definitions to the extent that they derive from the same underlying benchmark and is provided for information purposes on an 'as is' basis only. It does not signify that one Floating Rate Option is a successor to another Floating Rate Option or that the definition of such Floating Rate Options are identical. Among other differences, Floating Rate Options under the 2021 ISDA Interest Rate Derivatives Definitions may have updated fixing dates and fixing times, administrator names and fallback provisions in comparison to mapped Floating Rate Options under the 2006 ISDA Definitions. No representation is made as to its accuracy or completeness and the information it contains should not be relied on for any particular purpose. None of ISDA, FpML, their directors, staff or agents accept any responsibility for any inaccuracy or any loss incurred by any party as a result of any use to which it may be put. Consumers of this document should undertake their own due diligence on the subject matter it contains, in combination with such professional advisors as may be appropriate.</doc:disclaimer>
</Description>
</Annotation>
<Identification>
<ShortName>floatingRateIndexScheme</ShortName>
<Version>3-7</Version>
<CanonicalUri>http://www.fpml.org/coding-scheme/floating-rate-index</CanonicalUri>
<CanonicalVersionUri>http://www.fpml.org/coding-scheme/floating-rate-index-3-7</CanonicalVersionUri>
<LocationUri>http://www.fpml.org/coding-scheme/floating-rate-index-3-7.xml</LocationUri>
</Identification>
<ColumnSet>
<Column Id="Code" Use="required">
<ShortName>Code</ShortName>
<Data Type="token">
<Annotation>
<Description>
<doc:field name="Code Name">The unique string/code identifying the ISDA floating rate option, e.g. USD-LIBOR-BBA</doc:field>
</Description>
</Annotation>
<Parameter ShortName="maxLength">63</Parameter>
</Data>
</Column>
<Column Id="Source" Use="optional">
<ShortName>Source</ShortName>
<Data Type="string"/>
</Column>
<Column Id="Description" Use="optional">
<ShortName>Description</ShortName>
<Data Type="string">
<Annotation>
<Description>
<doc:field name="FRO annotations">Does not provide the actual FRO Definitions, but rather point the user to the place where the FRO definitions can be found, e.g. Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.</doc:field>
</Description>
</Annotation>
</Data>
</Column>
<Column Id="Metadata" Use="optional">
<ShortName>Metadata</ShortName>
<Data Type="structured">
<Annotation>
<Description>
<doc:description>Partial metadata is supplied for all ISDA FROs. Full metadata is provided for demonstration purposes for 2021 FROs in the currencies listed below.</doc:description>
<doc:disclaimer>This metadata is only relevant if the floating rate index code is used as an ISDA-defined Floating Rate Option as part of a Transaction as defined under the ISDA Definitions. For any other use of this floating rate index code (for instance as part of a loan transaction), the metadata is not applicable.</doc:disclaimer>
</Description>
<AppInfo>
<doc:currencies>
<currency>CAD</currency>
</doc:currencies>
<doc:field name="Reference in 2006 Defs" section="doc:definition" tagName="doc:reference[@version='2006']" source="ISDA 2006 or Supps">2006 Definitions includes the FRO.</doc:field>
<doc:field name="Reference in 2021 Defs" section="doc:definition" tagName="doc:reference[@version='2021']" source="2021 FRO Matrix">2021 Definitions includes the FRO.</doc:field>
<doc:field name="Reference in Broker Rate" section="doc:definition" tagName="doc:reference[@source='BR Source']" source="BR Source">Broker Rate Source includes the BR.</doc:field>
<doc:field name="Start Date" section="doc:definition" tagName="doc:startDate" source="2006 ISDA Defs and 2021 Floating Rate Matrix">The date the Floating Rate Option was added to the 2006 Definitions or 2021 Floating Rate Matrix. e.g. 2017/4/6</doc:field>
<doc:field name="First Defined In" section="doc:definition" tagName="doc:firstDefinedIn" source="2006 ISDA Defs and 2021 Floating Rate Matrix">The supplement or version the FRO was first added to the 2006 Definitions or 2021 Floating Rate Matrix. e.g. S52</doc:field>
<doc:field name="Update Date" section="doc:definition" tagName="doc:updateDate" source="2006 ISDA Defs and 2021 Floating Rate Matrix">The date the Floating Rate Option was last updated in the 2006 Definitions or 2021 Floating Rate Matrix. e.g. 2013/8/29</doc:field>
<doc:field name="Last Updated Supplement" section="doc:definition" tagName="doc:lastUpdatedIn" source="2006 ISDA Defs and 2021 Floating Rate Matrix">The supplement or version the FRO was last updated in the 2006 Definitions or 2021 Floating Rate Matrix. e.g. S36 </doc:field>
<doc:field name="End Date" section="doc:definition" tagName="doc:endDate" source="2006 ISDA Defs and 2021 Floating Rate Matrix">The date the Floating Rate Option was removed from the 2006 Definitions or 2021 Floating Rate Matrix. e.g. 2014/1/1 </doc:field>
<doc:field name="Cessation Date" section="doc:definition" tagName="doc:cessationDate" source="2021 FRO Matrix">The effective cessation date is the date that the rate stops being usable for settlement (e.g. stops being published or is deemed non-representative by a regulator.)</doc:field>
<doc:field name="Administrator" section="doc:definition" tagName="doc:administrator" source="2021 FRO Matrix">The administrator for that rate or benchmark or, if there is no administrator, the provider of that rate or benchmark.</doc:field>
<doc:field name="Designated Maturity" section="doc:definition" tagName="doc:designatedMaturity" source="2021 FRO Matrix">Whether Designated Maturity is Applicable/ Not Applicable in the Floating Rate Matrix.</doc:field>
<doc:field name="Broker Rate Description" section="doc:definition" tagName="brokerRateDescription" source="BR Source" available="no">Broker Rate Description from ISDA Broker Rate Source.</doc:field>
<doc:field name="Broker Rate Publication Page/Screen" section="doc:definition" tagName="brokerRateScreen" source="BR Source">Broker Rate Publication Page/Screen from ISDA Broker Rate Source.</doc:field>
<doc:field name="In Loan" section="doc:definition" tagName="doc:inLoan" source="FpML">YES / NO to flag FROs identified by the FpML Syndicated Loan WG as having underlying benchmark that may also be referenced in syndicated loans, e.g.NO.</doc:field>
<doc:field name="Maps-to" section="doc:mapping" tagName="doc:to" source="ISDA mapping document">Where FROs under the 2006 ISDA Definitions map to FROs under the 2021 Definitions; 'mapping' means that the FROs share a common underlying benchmark, not that the Floating Rates Options are identical.</doc:field>
<doc:field name="Maps-from" section="doc:mapping" tagName="doc:from" source="ISDA mapping document">Where FROs under the 2021 Definitions from Floating Rate Options under the 2006 ISDA Definitions map; 'mapping' means that the FROs share a common underlying benchmark, not that the Floating Rates Options are identical.</doc:field>
<doc:field name="ISOcode" section="doc:external" tagName="doc:code[@target='iso20022']" source="External">4-character ISO BenchmarkCurveNameCode(s) mapped to ISDA FROs for Regulatory purposes. e.g. "BBSW" ISO code is mapped to "AUD-BBSW" FRO</doc:field>
<doc:field name="Category" section="doc:calculationParameters" tagName="doc:category" source="2021 FRO Matrix">The 'Category' as set out in such column for the FRO in the Floating Rate Matrix.</doc:field>
<doc:field name="Style" section="doc:calculationParameters" tagName="doc:style" source="2021 FRO Matrix">The 'Style' as set out in such column for the FRO in the Floating Rate Matrix.</doc:field>
<doc:field name="Method" section="doc:calculationParameters" tagName="doc:method" source="2021 FRO Matrix">The method or formula as set out in the Category/Style column for the FRO in the Floating Rate Matrix.</doc:field>
<doc:field name="Calculation Method (2006)" section="doc:calculationParameters" tagName="doc:calculationMethod" source="2006 ISDA Defs">Applicable to 2006 FROs only. 'OIS' indicates that an OIS formula is embedded in the FRO.</doc:field>
<doc:field name="Daycount" section="doc:calculationParameters" tagName="doc:daycount" source="2021 FRO Matrix">The default Floating Rate Day Count Fraction as set out in such column for the FRO in the Floating Rate Matrix.</doc:field>
<doc:field name="Fixing Time Definition" section="doc:calculationParameters" tagName="doc:fixingTimeDefinition" source="2021 FRO Matrix">Fixing Time as defined in the Fixing Time column for the FRO in the Floating Rate Matrix.</doc:field>
<doc:field name="Fixing Time" section="doc:calculationParameters/doc:fixing" tagName="doc:time" source="2021 FRO Matrix">The Fixing Time in the Fixing Time Business Center as defined in the Fixing Time Definition.</doc:field>
<doc:field name="Fixing Time Business Center" section="doc:calculationParameters/doc:fixing" tagName="doc:businessCenter" source="2021 FRO Matrix">The business center specified for the Fixing Time as defined in the Fixing Time Definition.</doc:field>
<doc:field name="(Alternative) Fixing Time" section="doc:calculationParameters/doc:fixing[doc:reason or doc:indexTenor]" tagName="doc:time" source="2021 FRO Matrix">Any alternative Fixing Time that might apply under any specified scenario as defined in the Fixing Time Definition.</doc:field>
<doc:field name="(Alternative) Fixing Time Business Center" section="doc:calculationParameters/doc:fixing[doc:reason or doc:indexTenor]" tagName="doc:businessCenter" source="2021 FRO Matrix">The business center used for any alternative Fixing Time as defined in the Fixing Time Definition.</doc:field>
<doc:field name="(Alternative) Fixing Time Business Designated Maturity" section="doc:calculationParameters/doc:fixing" tagName="doc:indexTenor" source="2021 FRO Matrix">The Designated Maturity (index tenor) for which the Alternative Fixing Time applies as defined in the Fixing Time Definition.</doc:field>
<doc:field name="(Alternative) Fixing Time Business Reason" section="doc:calculationParameters/doc:fixing" tagName="doc:reason" source="2021 FRO Matrix">The description of the specified scenario that would result in the alternative Fixing Time being used as defined in the Fixing Time Definition.</doc:field>
<doc:field name="Fixing Offset Definition" section="doc:calculationParameters" tagName="doc:fixingOffsetDefinition" source="2021 FRO Matrix">Fixing Day offset as defined in the Fixing Day column for the FRO in the Floating Rate Matrix.</doc:field>
<doc:field name="Fixing Offset Period Multiplier" section="doc:calculationParameters/doc:fixingOffset" tagName="doc:periodMultiplier" source="2021 FRO Matrix">Default fixing offset period multiplier as defined in the Fixing Offset Definition.</doc:field>
<doc:field name="Fixing Offset Period" section="doc:calculationParameters/doc:fixingOffset" tagName="doc:period" source="2021 FRO Matrix">Default fixing offset period (typically days) as defined in the Fixing Offset Definition.</doc:field>
<doc:field name="Fixing Offset Business Center" section="doc:calculationParameters/doc:fixingOffset" tagName="doc:fixingOffsetBusinessCenter" source="2021 FRO Matrix">Business Centers for fixing offset as defined Fixing Offset Definition.</doc:field>
<doc:field name="(Alternative) Fixing Offset Period Multiplier" section="doc:calculationParameters/doc:fixingOffset[doc:indexTenor]" tagName="doc:periodMultiplier" source="2021 FRO Matrix">Alternative fixing offset period multiplier where any specified condition applies as defined Fixing Offset Definition.</doc:field>
<doc:field name="(Alternative) Fixing Offset Period" section="doc:calculationParameters/doc:fixingOffset[doc:indexTenor]" tagName="doc:period" source="2021 FRO Matrix">Alternative fixing offset period where any specified condition applies (typically days) as defined Fixing Offset Definition.</doc:field>
<doc:field name="(Alternative) Fixing Offset Business Center" section="doc:calculationParameters/doc:fixingOffset" tagName="doc:businessCenter" source="2021 FRO Matrix">Business Center for alternative fixing offset period as defined Fixing Offset Definition.</doc:field>
<doc:field name="(Alternative) Fixing Offset Designated Maturity" section="doc:calculationParameters/doc:fixingOffset" tagName="doc:indexTenor" source="2021 FRO Matrix">The Designated Maturity (index tenor) for which the Fixing Day offset applies as defined in the Fixing Offset Definition.</doc:field>
<doc:field name="(Alternative) Fixing Offset Reason" section="doc:calculationParameters/doc:fixingOffset" tagName="doc:reason" source="2021 FRO Matrix">The specific condition that would result in an alternative fixing offset period applying as defined in the Fixing Offset Definition.</doc:field>
<doc:field name="Applicable Business Day" section="doc:calculationParameters" tagName="doc:applicableBusinessDay" source="2021 FRO Matrix">Applicability of Designated Maturity as set out in such column for FRO in the Floating Rate Matrix, in case the applicable business days omitted from confirmation.</doc:field>
<doc:field name="Rounding" section="doc:calculationParameters" tagName="doc:rounding" source="2021 FRO Matrix">Rounding for Overnight Rate Compounding/Averaging has been added for those Floating Rate Options which apply a specific rounding convention for the purposes of the Overnight Rate Compounding Methods, the Overnight Rate Averaging Methods and the Index Methods (as applicable). This column previously existed in the Compounding/Averaging Matrix, which has now been ‘retired’.</doc:field>
</AppInfo>
</Annotation>
</Data>
</Column>
<Key Id="PrimaryKey">
<ShortName>key</ShortName>
<ColumnRef Ref="Code"/>
</Key>
</ColumnSet>
<SimpleCodeList>
<Row>
<Value>
<SimpleValue>AED-EBOR-Reuters</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">AED-EIBOR</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>AED-EIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">AED-EBOR-Reuters</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>AUD-AONIA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>AUD-AONIA-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">AUD-AONIA-OIS-COMPOUND</doc:from>
<doc:from version="2006">AUD-AONIA-OIS-COMPOUND-SwapMarker</doc:from>
</doc:mapping>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>AUD-AONIA-OIS-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">AUD-AONIA-OIS Compound</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>AUD-AONIA-OIS-COMPOUND-SwapMarker</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">AUD-AONIA-OIS Compound</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>AUD-BBR-AUBBSW</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">AUD-BBSW</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">BBSW</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>AUD-BBR-BBSW</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">AUD-BBSW</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">BBSW</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>AUD-BBR-BBSW-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">AUD-BBSW</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">BBSW</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>AUD-BBR-BBSY (BID)</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">AUD-BBSY Bid</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>AUD-BBR-ISDC</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>AUD-BBSW</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">AUD-BBR-AUBBSW</doc:from>
<doc:from version="2006">AUD-BBR-BBSW</doc:from>
<doc:from version="2006">AUD-BBR-BBSW-Bloomberg</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">BBSW</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>AUD-BBSW Quarterly Swap Rate ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">AUD-Quarterly Swap Rate-ICAP</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>AUD-BBSW Semi Annual Swap Rate ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">AUD-Semi-annual Swap Rate-ICAP</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>AUD-BBSY Bid</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">AUD-BBR-BBSY (BID)</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>AUD-LIBOR-BBA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>AUD-LIBOR-BBA-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>AUD-LIBOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>AUD-Quarterly Swap Rate-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">AUD-BBSW Quarterly Swap Rate ICAP</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>AUD-Quarterly Swap Rate-ICAP-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>AUD-Semi-Annual Swap Rate-11:00-BGCANTOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>AUD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>AUD-Semi-annual Swap Rate-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">AUD-BBSW Semi Annual Swap Rate ICAP</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>AUD-Semi-Annual Swap Rate-ICAP-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>AUD-Swap Rate-Reuters</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>BRL-CDI</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CAD-BA-CDOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:startDate>2007-01-12</doc:startDate>
<doc:firstDefinedIn>ISDA2006</doc:firstDefinedIn>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">CAD-CDOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">CDOR</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CAD-BA-CDOR-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:startDate>2007-01-12</doc:startDate>
<doc:firstDefinedIn>ISDA2006</doc:firstDefinedIn>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">CAD-CDOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">CDOR</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CAD-BA-ISDD</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:startDate>2000-07-17</doc:startDate>
<doc:firstDefinedIn>ISDA2000</doc:firstDefinedIn>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CAD-BA-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:startDate>2007-01-12</doc:startDate>
<doc:firstDefinedIn>ISDA2006</doc:firstDefinedIn>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CAD-BA-Reuters</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:startDate>2007-01-12</doc:startDate>
<doc:firstDefinedIn>ISDA2006</doc:firstDefinedIn>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">CAD-CDOR</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CAD-BA-Telerate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:startDate>2000-07-17</doc:startDate>
<doc:firstDefinedIn>ISDA2000</doc:firstDefinedIn>
<doc:endDate>2007-01-12</doc:endDate>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CAD-CDOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:startDate>2021-06-11</doc:startDate>
<doc:firstDefinedIn>FRO-M-V1</doc:firstDefinedIn>
<doc:administrator>Refinitiv Benchmark Services (UK) Limited</doc:administrator>
<doc:designatedMaturity>Applicable</doc:designatedMaturity>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">CAD-BA-CDOR</doc:from>
<doc:from version="2006">CAD-BA-CDOR-Bloomberg</doc:from>
<doc:from version="2006">CAD-BA-Reuters</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">CDOR</doc:code>
</doc:external>
<doc:calculationParameters>
<doc:category>Screen Rate</doc:category>
<doc:style>Term Rate</doc:style>
<doc:daycount>ACT/365.FIXED</doc:daycount>
<doc:fixingTimeDefinition>10:15, Toronto time</doc:fixingTimeDefinition>
<doc:fixing>
<doc:time>10:00</doc:time>
<doc:businessCenter>CATO</doc:businessCenter>
</doc:fixing>
<doc:fixingOffsetDefinition>The Reset Date</doc:fixingOffsetDefinition>
<doc:fixingOffset>
<doc:periodMultiplier>0</doc:periodMultiplier>
<doc:period>D</doc:period>
</doc:fixingOffset>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CAD-CORRA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:startDate>2021-05-13</doc:startDate>
<doc:firstDefinedIn>S74</doc:firstDefinedIn>
<doc:updateDate>2023-03-10</doc:updateDate>
<doc:lastUpdatedIn>FRO-M-V8</doc:lastUpdatedIn>
<doc:administrator>Bank of Canada</doc:administrator>
<doc:designatedMaturity>Not Applicable</doc:designatedMaturity>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">CORA</doc:code>
</doc:external>
<doc:calculationParameters>
<doc:category>Screen Rate</doc:category>
<doc:style>Overnight Rate</doc:style>
<doc:daycount>ACT/365.FIXED</doc:daycount>
<doc:rounding>To the nearest one hundred-thousandth of a percentage point
(0.00001%)</doc:rounding>
<doc:fixingTimeDefinition>09:00, Toronto time One Toronto Business Day following the Reset
Date</doc:fixingTimeDefinition>
<doc:fixing>
<doc:time>9:00</doc:time>
<doc:businessCenter>CATO</doc:businessCenter>
</doc:fixing>
<doc:fixingOffset>
<doc:periodMultiplier>1</doc:periodMultiplier>
<doc:period>D</doc:period>
<doc:businessCenter>CATO</doc:businessCenter>
</doc:fixingOffset>
<doc:applicableBusinessDay>CATO</doc:applicableBusinessDay>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CAD-CORRA-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:startDate>2021-06-11</doc:startDate>
<doc:firstDefinedIn>FRO-M-V1</doc:firstDefinedIn>
<doc:updateDate>2023-03-10</doc:updateDate>
<doc:lastUpdatedIn>FRO-M-V8</doc:lastUpdatedIn>
<doc:administrator>Bank of Canada</doc:administrator>
<doc:designatedMaturity>Not Applicable</doc:designatedMaturity>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">CAD-CORRA-OIS-COMPOUND</doc:from>
</doc:mapping>
<doc:calculationParameters>
<doc:category>Calculated Rate</doc:category>
<doc:style>Compounded FRO</doc:style>
<doc:method>OIS Compounding</doc:method>
<doc:daycount>ACT/365.FIXED</doc:daycount>
<doc:rounding>To the nearest one hundred-thousandth of a percentage point
(0.00001%)</doc:rounding>
<doc:fixingTimeDefinition>09:00, Toronto time</doc:fixingTimeDefinition>
<doc:fixing>
<doc:time>9:00</doc:time>
<doc:businessCenter>CATO</doc:businessCenter>
</doc:fixing>
<doc:fixingOffsetDefinition>One Toronto Business Day following the day
"i"</doc:fixingOffsetDefinition>
<doc:fixingOffset>
<doc:periodMultiplier>1</doc:periodMultiplier>
<doc:period>D</doc:period>
<doc:businessCenter>CATO</doc:businessCenter>
</doc:fixingOffset>
<doc:applicableBusinessDay>CATO</doc:applicableBusinessDay>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CAD-CORRA-OIS-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:startDate>2007-01-12</doc:startDate>
<doc:firstDefinedIn>ISDA2006</doc:firstDefinedIn>
<doc:updateDate>2021-07-06</doc:updateDate>
<doc:lastUpdatedIn>S77</doc:lastUpdatedIn>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">CAD-CORRA-OIS Compound</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CAD-ISDA-Swap Rate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:startDate>2007-01-12</doc:startDate>
<doc:firstDefinedIn>ISDA2006</doc:firstDefinedIn>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CAD-LIBOR-BBA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:startDate>2007-01-12</doc:startDate>
<doc:firstDefinedIn>ISDA2006</doc:firstDefinedIn>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CAD-LIBOR-BBA-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:startDate>2007-01-12</doc:startDate>
<doc:firstDefinedIn>ISDA2006</doc:firstDefinedIn>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CAD-LIBOR-BBA-SwapMarker</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:startDate>2007-01-12</doc:startDate>
<doc:firstDefinedIn>ISDA2006</doc:firstDefinedIn>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CAD-LIBOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:startDate>2007-01-12</doc:startDate>
<doc:firstDefinedIn>ISDA2006</doc:firstDefinedIn>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CAD-REPO-CORRA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:startDate>2007-01-12</doc:startDate>
<doc:firstDefinedIn>ISDA2006</doc:firstDefinedIn>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">CORA</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CAD-TBILL-ISDD</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:startDate>2000-07-17</doc:startDate>
<doc:firstDefinedIn>ISDA2000</doc:firstDefinedIn>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CAD-TBILL-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:startDate>2007-01-12</doc:startDate>
<doc:firstDefinedIn>ISDA2006</doc:firstDefinedIn>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CAD-TBILL-Reuters</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:startDate>2007-01-12</doc:startDate>
<doc:firstDefinedIn>ISDA2006</doc:firstDefinedIn>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CAD-TBILL-Telerate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:startDate>2000-07-17</doc:startDate>
<doc:firstDefinedIn>ISDA2000</doc:firstDefinedIn>
<doc:endDate>2007-01-12</doc:endDate>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-3M LIBOR SWAP-CME vs LCH-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-6M LIBOR SWAP-CME vs LCH-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-6M LIBORSWAP-CME vs LCH-ICAP-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-Annual Swap Rate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-Annual Swap Rate-11:00-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-Annual Swap Rate-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-Basis Swap-3m vs 6m-LIBOR-11:00-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-ISDAFIX-Swap Rate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-LIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">CHF-LIBOR-BBA</doc:from>
<doc:from version="2006">CHF-LIBOR-BBA-Bloomberg</doc:from>
<doc:from version="2006">CHF-LIBOR-ISDA</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-LIBOR-BBA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">CHF-LIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-LIBOR-BBA-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">CHF-LIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-LIBOR-ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-LIBOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-OIS-11:00-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-SARON</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-SARON Average 12M</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-SARON Average 1M</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-SARON Average 1W</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-SARON Average 2M</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-SARON Average 3M</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-SARON Average 6M</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-SARON Average 9M</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-SARON Compounded Index</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-SARON-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">CHF-SARON-OIS-COMPOUND</doc:from>
</doc:mapping>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-SARON-OIS-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">CHF-SARON-OIS Compound</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF-TOIS-OIS-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CHF USD-Basis Swaps-11:00-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CL-CLICP-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">CLP-ICP</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CLP-ICP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">CL-CLICP-Bloomberg</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CLP-TNA</SimpleValue>
</Value>
<Value>
<SimpleValue>EMTA-ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Refers to the Indice Camara Promedio ("ICP") rate for Chilean Pesos which,
for a Reset Date, is determined and published by the Asociacion de Bancos e
Instituciones Financieras de Chile A.G. ("ABIF") in accordance with the "Reglamento
Indice de Camara Promedio" of the ABIF as published in the Diario Oficial de la
Republica de Chile (the "ICP Rules") and which is reported on the ABIF website by
not later than 10:00 a.m., Santiago time, on that Reset Date.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CNH-HIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">CNH-HIBOR-TMA</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">HKIO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CNH-HIBOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">HKIO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CNH-HIBOR-TMA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">CNH-HIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">HKIO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: CNY 7-Repo Compounding Date - is not an floating rate
index and should not be in the floating-rate-index list (it is a
date).</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>CNY 7-Repo Compounding Date</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CNY-CNREPOFIX=CFXS-Reuters</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">CNY-Fixing Repo Rate</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CNY-Deposit Rate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">CNY-PBOCB-Reuters</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CNY-Fixing Repo Rate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">CNY-CNREPOFIX=CFXS-Reuters</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CNY-LPR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CNY-PBOCB-Reuters</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">CNY-Deposit Rate</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">CNY-Quarterly 7D Repo NDS Rate Tradition</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION-Reference
Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CNY-Quarterly 7D Repo NDS Rate Tradition</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CNY-Semi-Annual Swap Rate-11:00-BGCANTOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CNY-Semi-Annual Swap Rate-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CNY-SHIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">CNY-SHIBOR-Reuters</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CNY-SHIBOR-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">CNY-Shibor-OIS-Compounding</doc:from>
</doc:mapping>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CNY-Shibor-OIS-Compounding</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">CNY-SHIBOR-OIS Compound</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CNY-SHIBOR-Reuters</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction..</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">CNY-SHIBOR</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>COP-IBR-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">COP-IBR-OIS-COMPOUND</doc:from>
</doc:mapping>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>COP-IBR-OIS-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">COP-IBR-OIS Compound</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CZK-Annual Swap Rate-11:00-BGCANTOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CZK-Annual Swap Rate-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CZK-CZEONIA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CZK-CZEONIA-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CZK-PRIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">CZK-PRIBOR-PRBO</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">PRBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CZK-PRIBOR-PRBO</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">CZK-PRIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">PRBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CZK-PRIBOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">PRBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>DKK-CIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">DKK-CIBOR-DKNA13</doc:from>
<doc:from version="2006">DKK-CIBOR-DKNA13-Bloomberg</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">CIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>DKK-CIBOR2</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">DKK-CIBOR2-Bloomberg</doc:from>
<doc:from version="2006">DKK-CIBOR2-DKNA13</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">CIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>DKK-CIBOR2-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">DKK-CIBOR2</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">CIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>DKK-CIBOR2-DKNA13</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">DKK-CIBOR2</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">CIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>DKK-CIBOR-DKNA13</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">DKK-CIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">CIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>DKK-CIBOR-DKNA13-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">DKK-CIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">CIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>DKK-CIBOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">CIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>DKK-CITA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">DKK-CITA-DKNA14-COMPOUND</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>DKK-CITA-DKNA14-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">DKK-CITA</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>DKK-DESTR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>DKK-DESTR Compounded Index</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>DKK-DESTR-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>DKK-DKKOIS-OIS-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">DKK-Tom Next-OIS Compound</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>DKK-Tom Next-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">DKK-DKKOIS-OIS-COMPOUND</doc:from>
</doc:mapping>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-3M EURIBOR SWAP-CME vs LCH-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-3M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-6M EURIBOR SWAP-CME vs LCH-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-6M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-Annual Swap Rate-10:00</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-Annual Swap Rate-10:00-BGCANTOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-Annual Swap Rate-10:00-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-Annual Swap Rate-10:00-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-Annual Swap Rate-10:00-SwapMarker</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-Annual Swap Rate-10:00-TRADITION</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-Annual Swap Rate-11:00</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-Annual Swap Rate-11:00-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-Annual Swap Rate-11:00-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-Annual Swap Rate-11:00-SwapMarker</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-Annual Swap Rate-3 Month</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-Annual Swap Rate-3 Month-SwapMarker</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-Annual Swap Rate-4:15-TRADITION</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-Annual Swap Rate-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR Basis Swap-EONIA vs 3m EUR+IBOR Swap Rates-A/360-10:00-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-CNO TEC10</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">EUR-TEC10-CNO</doc:from>
<doc:from version="2006">EUR-TEC10-CNO-SwapMarker</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EONIA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">EONA</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EONIA-AVERAGE</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">EUR-EONIA-Average</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EONIA-Average</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">EUR-EONIA-AVERAGE</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EONIA-OIS-10:00-BGCANTOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EONIA-OIS-10:00-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EONIA-OIS-10:00-TRADITION</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EONIA-OIS-11:00-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EONIA-OIS-4:15-TRADITION</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EONIA-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">EUR-EONIA-OIS-COMPOUND</doc:from>
<doc:from version="2006">EUR-EONIA-OIS-COMPOUND-Bloomberg</doc:from>
</doc:mapping>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EONIA-OIS-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">EUR-EONIA-OIS Compound</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EONIA-OIS-COMPOUND-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">EUR-EONIA-OIS Compound</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EONIA-Swap-Index</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">EONS</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EURIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">EUR-EURIBOR-Reuters</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">EURI</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EURIBOR-Act/365</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">EURI</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EURIBOR-Act/365-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">EURI</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR EURIBOR-Annual Bond Swap vs 1m-11:00-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR EURIBOR-Basis Swap-1m vs 3m-Euribor-11:00-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR EURIBOR-Basis Swap-3m vs 6m-11:00-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EURIBOR ICE Swap Rate-11:00</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">EUR-ISDA-EURIBOR Swap Rate-11:00</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EURIBOR ICE Swap Rate-12:00</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">EUR-ISDA-EURIBOR Swap Rate-12:00</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EURIBOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">EURI</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EURIBOR-Reuters</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">EUR-EURIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">EURI</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EURIBOR-Telerate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">EURI</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EURONIA-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">EUR-EURONIA-OIS-COMPOUND</doc:from>
</doc:mapping>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EURONIA-OIS-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">EUR-EURONIA-OIS Compound</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EuroSTR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">ESTR</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EuroSTR Average 12M</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EuroSTR Average 1M</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EuroSTR Average 1W</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EuroSTR Average 3M</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EuroSTR Average 6M</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EuroSTR-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">EUR-EuroSTR-OIS Compound</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EuroSTR Compounded Index</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EuroSTR ICE Compounded Index</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EuroSTR ICE Compounded Index 0 Floor</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EuroSTR ICE Compounded Index 0 Floor 2D Lag</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EuroSTR ICE Compounded Index 0 Floor 5D Lag</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EuroSTR ICE Compounded Index 2D Lag</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EuroSTR ICE Compounded Index 5D Lag</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EuroSTR-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">EUR-EuroSTR-COMPOUND</doc:from>
</doc:mapping>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-EuroSTR Term</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-ISDA-EURIBOR Swap Rate-11:00</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">EUR-EURIBOR ICE Swap Rate-11:00</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-ISDA-EURIBOR Swap Rate-12:00</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">EUR-EURIBOR ICE Swap Rate-12:00</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-ISDA-LIBOR Swap Rate-10:00</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-ISDA-LIBOR Swap Rate-11:00</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-LIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">EUR-LIBOR-BBA</doc:from>
<doc:from version="2006">EUR-LIBOR-BBA-Bloomberg</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-LIBOR-BBA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">EUR-LIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-LIBOR-BBA-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">EUR-LIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-LIBOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-TAM-CDC</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-TEC10-CNO</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">EUR-CNO TEC10</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-TEC10-CNO-SwapMarker</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">EUR-CNO TEC10</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-TEC10-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-TEC5-CNO</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-TEC5-CNO-SwapMarker</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-TEC5-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR-TMM-CDC-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EUR USD-Basis Swaps-11:00-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-6M LIBOR SWAP-CME vs LCH-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-ISDA-Swap Rate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">GBP-LIBOR ICE Swap Rate</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-LIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">GBP-LIBOR-BBA</doc:from>
<doc:from version="2006">GBP-LIBOR-BBA-Bloomberg</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-LIBOR-BBA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">GBP-LIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-LIBOR-BBA-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">GBP-LIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-LIBOR ICE Swap Rate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">GBP-ISDA-Swap Rate</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-LIBOR-ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-LIBOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-RONIA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-RONIA-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">GBP-WMBA-RONIA-COMPOUND</doc:from>
</doc:mapping>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-Semi-Annual Swap Rate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-Semi-Annual Swap Rate-11:00-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-Semi Annual Swap Rate-11:00-TRADITION</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-Semi Annual Swap Rate-4:15-TRADITION</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-Semi-Annual Swap Rate-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-Semi-Annual Swap Rate-SwapMarker26</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-SONIA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SONA</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-SONIA-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">GBP-SONIA-OIS Compound</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-SONIA Compounded Index</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-SONIA ICE Compounded Index</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-SONIA ICE Compounded Index 0 Floor</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-SONIA ICE Compounded Index 0 Floor 2D Lag</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-SONIA ICE Compounded Index 0 Floor 5D Lag</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-SONIA ICE Compounded Index 2D Lag</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-SONIA ICE Compounded Index 5D Lag</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-SONIA ICE Swap Rate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">GBP-SONIA Swap Rate</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-SONIA ICE Term</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SONA</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-SONIA-OIS-11:00-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-SONIA-OIS-11:00-TRADITION</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-SONIA-OIS-4:15-TRADITION</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-SONIA-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">GBP-SONIA-COMPOUND</doc:from>
</doc:mapping>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-SONIA Refinitiv Term</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SONA</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-SONIA Swap Rate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">GBP-SONIA ICE Swap Rate</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-UK Base Rate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">UK Base Rate</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP USD-Basis Swaps-11:00-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GBP-WMBA-RONIA-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">GBP-RONIA-OIS Compound</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "GBP-SONIA-COMPOUND" replaces
"GBP-WMBA-SONIA-COMPOUND". "GBP-WMBA-SONIA-COMPOUND" code has been deprecated in
supplement 55 to the 2006 ISDA definitions. The code is kept in FpML for backward
compatibility purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>GBP-WMBA-SONIA-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">GBP-SONIA-COMPOUND</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GRD-ATHIBOR-ATHIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GRD-ATHIBOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GRD-ATHIBOR-Telerate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GRD-ATHIMID-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>GRD-ATHIMID-Reuters</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>HKD-HIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">HKD-HIBOR-HIBOR=</doc:from>
<doc:from version="2006">HKD-HIBOR-HKAB</doc:from>
<doc:from version="2006">HKD-HIBOR-HKAB-Bloomberg</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">HKIO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "HKD-HIBOR-HIBOR=" code has been deprecated in
supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate
Options.). The code is kept in FpML for backward compatibility
purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>HKD-HIBOR-HIBOR=</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">HKIO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "HKD-HIBOR-HIBOR-Bloomberg" code has been deprecated
in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate
Options.). The code is kept in FpML for backward compatibility
purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>HKD-HIBOR-HIBOR-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">HKIO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>HKD-HIBOR-HKAB</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">HKD-HIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">HKIO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>HKD-HIBOR-HKAB-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">HKD-HIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">HKIO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>HKD-HIBOR-ISDC</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">HKIO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>HKD-HIBOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">HKIO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>HKD-HONIA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>HKD-HONIA-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">HKD-HONIX-OIS-COMPOUND</doc:from>
</doc:mapping>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>HKD-HONIX-OIS-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">HKD-HONIA-OIS Compound</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>HKD-ISDA-Swap Rate-11:00</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>HKD-ISDA-Swap Rate-4:00</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR" code
has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of
certain Hong Kong Rate Options.). The code is kept in FpML for backward
compatibility purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "HKD-Quarterly-Annual Swap Rate-11:00-TRADITION" code
has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of
certain Hong Kong Rate Options.). The code is kept in FpML for backward
compatibility purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>HKD-Quarterly-Annual Swap Rate-11:00-TRADITION</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR" code
has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of
certain Hong Kong Rate Options.). The code is kept in FpML for backward
compatibility purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "HKD-Quarterly-Annual Swap Rate-Reference Banks" code
has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of
certain Hong Kong Rate Options.). The code is kept in FpML for backward
compatibility purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>HKD-Quarterly-Annual Swap Rate-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP" code
has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of
certain Hong Kong Rate Options.). The code is kept in FpML for backward
compatibility purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP" code
has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of
certain Hong Kong Rate Options.). The code is kept in FpML for backward
compatibility purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "HKD-Quarterly-Quarterly Swap Rate-Reference Banks"
code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of
certain Hong Kong Rate Options.). The code is kept in FpML for backward
compatibility purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>HKD-Quarterly-Quarterly Swap Rate-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>HUF-BUBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">HUF-BUBOR-Reuters</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">BUBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>HUF-BUBOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">BUBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>HUF-BUBOR-Reuters</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">HUF-BUBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">BUBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>HUF-HUFONIA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>HUF-HUFONIA-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>IDR-IDMA-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>IDR-IDRFIX</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>IDR-JIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">IDR-JIBOR-Reuters</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>IDR-JIBOR-Reuters</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">IDR-JIBOR</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>IDR-SBI-Reuters</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>IDR-Semi-Annual Swap Rate-11:00-BGCANTOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>IDR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>IDR-Semi-Annual Swap Rate-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>IDR-SOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "IDR-SOR-Reuters" code has been deprecated in
supplement 35 to the 2006 ISDA definitions. The code is kept in FpML for backward
compatibility purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>IDR-SOR-Reuters</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>IDR-SOR-Telerate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>ILS-SHIR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>ILS-SHIR-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>ILS-TELBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">ILS-TELBOR01-Reuters</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TLBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>ILS-TELBOR01-Reuters</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">ILS-TELBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TLBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>ILS-TELBOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TLBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "INR-BMK" code has been deprecated in supplement 54
to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility
purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>INR-BMK</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "INR-CMT" code has been deprecated in supplement 54
to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility
purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>INR-CMT</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>INR-FBIL-MIBOR-OIS-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">INR-MIBOR-OIS Compound</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "INR-INBMK-REUTERS" code has been deprecated in
supplement 54 to the 2006 ISDA definitions. The code is kept in FpML for backward
compatibility purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>INR-INBMK-REUTERS</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>INR-MIBOR OIS</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">INR-MIOIS</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>INR-MIBOR-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">INR-FBIL-MIBOR-OIS-COMPOUND</doc:from>
</doc:mapping>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>INR-MIBOR-OIS-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>INR-MIFOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>INR-MIOIS</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">INR-MIBOR OIS</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "INR-MITOR-OIS-COMPOUND" code has been deprecated in
supplement 54 to the 2006 ISDA definitions. The code is kept in FpML for backward
compatibility purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>INR-MITOR-OIS-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>INR-Modified MIFOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>INR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>INR-Semi-Annual Swap Rate-11:30-BGCANTOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>INR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>INR-Semi-Annual Swap Rate-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>ISK-REIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">ISK-REIBOR-Reuters</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>ISK-REIBOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>ISK-REIBOR-Reuters</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">ISK-REIBOR</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-Annual Swap Rate-11:00-TRADITION</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-Annual Swap Rate-3:00-TRADITION</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-BBSF-Bloomberg-10:00</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-BBSF-Bloomberg-15:00</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-Euroyen TIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">JPY-TIBOR-ZTIBOR</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-ISDA-Swap Rate-10:00</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-ISDA-Swap Rate-15:00</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-LIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">JPY-LIBOR-BBA</doc:from>
<doc:from version="2006">JPY-LIBOR-BBA-Bloomberg</doc:from>
<doc:from version="2006">JPY-LIBOR-FRASETT</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-LIBOR-BBA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">JPY-LIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-LIBOR-BBA-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">JPY-LIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-LIBOR-FRASETT</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">JPY-LIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-LIBOR-ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-LIBOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-LIBOR TSR-10:00</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">JPY-TSR-Reuters-10:00</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-LIBOR TSR-15:00</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">JPY-TSR-Reuters-15:00</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-LTPR MHBK</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">JPY-LTPR-MHCB</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-LTPR-MHCB</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">JPY-LTPR MHBK</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-LTPR-TBC</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-MUTANCALL-TONAR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-OIS-11:00-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-OIS-11:00-TRADITION</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-OIS-3:00-TRADITION</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-Quoting Banks-LIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-STPR-Quoting Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">JPY-TIBOR-17097</doc:from>
<doc:from version="2006">JPY-TIBOR-TIBM (All Banks)-Bloomberg</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TIBOR-17096</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TIBOR-17097</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">JPY-TIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TIBOR-DTIBOR01</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TIBOR-TIBM</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "JPY-TIBOR-TIBM (10 Banks)" code has been deprecated
in supplement 47 to the 2006 ISDA definitions. The code is kept in FpML for backward
compatibility purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>JPY-TIBOR-TIBM (10 Banks)</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "JPY-TIBOR-TIBM (5 Banks)" code has been deprecated
in supplement 47 to the 2006 ISDA definitions. The code is kept in FpML for backward
compatibility purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>JPY-TIBOR-TIBM (5 Banks)</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "JPY-TIBOR-TIBM (All Banks)" code has been deprecated
in supplement 47 to the 2006 ISDA definitions. The code is kept in FpML for backward
compatibility purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>JPY-TIBOR-TIBM (All Banks)</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TIBOR-TIBM (All Banks)-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">JPY-TIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TIBOR-TIBM-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TIBOR-ZTIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">JPY-Euroyen TIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TONA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TONA Average 180D</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TONA Average 30D</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TONA Average 90D</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TONA Compounded Index</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TONA ICE Compounded Index</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TONA ICE Compounded Index 0 Floor</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TONA ICE Compounded Index 0 Floor 2D Lag</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TONA ICE Compounded Index 0 Floor 5D Lag</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TONA ICE Compounded Index 2D Lag</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TONA ICE Compounded Index 5D Lag</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TONA-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">JPY-TONA-OIS-COMPOUND</doc:from>
</doc:mapping>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TONA-OIS-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">JPY-TONA-OIS Compound</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TONA TSR-10:00</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TONA TSR-15:00</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TORF QUICK</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TSR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TSR-Reuters-10:00</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">JPY-LIBOR TSR-10:00</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TSR-Reuters-15:00</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">JPY-LIBOR TSR-15:00</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TSR-Telerate-10:00</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY-TSR-Telerate-15:00</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>JPY USD-Basis Swaps-11:00-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>KRW-Bond-3222</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>KRW-CD-3220</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">KRW-CD 91D</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>KRW-CD 91D</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">KRW-CD-3220</doc:from>
<doc:from version="2006">KRW-CD-KSDA-Bloomberg</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>KRW-CD-KSDA-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">KRW-CD 91D</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>KRW-KOFR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>KRW-KOFR-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>KRW-Quarterly Annual Swap Rate-3:30-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>MXN-TIIE</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">MXN-TIIE-Banxico</doc:from>
<doc:from version="2006">MXN-TIIE-Banxico-Bloomberg</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>MXN-TIIE-Banxico</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">MXN-TIIE</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>MXN-TIIE-Banxico-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">MXN-TIIE</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: MXN-TIIE-Banxico-Reference Banks. It was added to
FpML in error, MXN-TIIE-Reference Banks should be used instead.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>MXN-TIIE-Banxico-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>MXN-TIIE ON</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>MXN-TIIE ON-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>MXN-TIIE-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>MYR-KLIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">MYR-KLIBOR-BNM</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>MYR-KLIBOR-BNM</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">MYR-KLIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>MYR-KLIBOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>MYR-MYOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>MYR-MYOR-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>MYR-Quarterly Swap Rate-11:00-TRADITION</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>MYR-Quarterly Swap Rate-TRADITION-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>NOK-NIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">NOK-NIBOR-OIBOR</doc:from>
<doc:from version="2006">NOK-NIBOR-NIBR-Bloomberg</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">NIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "NOK-NIBOR-NIBR" code has been deprecated in
supplement 49 to the 2006 ISDA definitions. The code is kept in FpML for backward
compatibility purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>NOK-NIBOR-NIBR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">NIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>NOK-NIBOR-NIBR-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">NOK-NIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">NIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: NOK-NIBOR-NIBR-Reference Banks. It was added to FpML
in error, NOK-NIBOR-Reference Banks should be used instead.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>NOK-NIBOR-NIBR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">NIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>NOK-NIBOR-OIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">NOK-NIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">NIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>NOK-NIBOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">NIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>NOK-NOWA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>NOK-NOWA-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>NZD-BBR-BID</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">NZD-BKBM Bid</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>NZD-BBR-FRA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">NZD-BKBM FRA</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>NZD-BBR-ISDC</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>NZD-BBR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>NZD-BBR-Telerate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>NZD-BKBM Bid</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">NZD-BBR-BID</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>NZD-BKBM FRA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">NZD-BBR-FRA</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>NZD-BKBM FRA Swap Rate ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">NZD-Swap Rate-ICAP</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>NZD-NZIONA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>NZD-NZIONA-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">NZD-NZIONA-OIS-COMPOUND</doc:from>
</doc:mapping>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>NZD-NZIONA-OIS-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">NZD-NZIONA-OIS Compound</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>NZD-Semi-Annual Swap Rate-11:00-BGCANTOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>NZD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>NZD-Swap Rate-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">NZD-BKBM FRA Swap Rate ICAP</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>NZD-Swap Rate-ICAP-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>PHP-PHIREF</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">PHP-PHIREF-Bloomberg</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "PHP-PHIREF-BAP" code has been deprecated in
supplement 45 to the 2006 ISDA definitions. The code is kept in FpML for backward
compatibility purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>PHP-PHIREF-BAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>PHP-PHIREF-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">PHP-PHIREF</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>PHP-PHIREF-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>PHP-Semi-Annual Swap Rate-11:00-BGCANTOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>PHP-Semi-Annual Swap Rate-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>PLN-POLONIA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>PLN-POLONIA-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">PLN-POLONIA-OIS-COMPOUND</doc:from>
</doc:mapping>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>PLN-POLONIA-OIS-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">PLN-POLONIA-OIS Compound</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>PLN-WIBID</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>PLN-WIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">PLN-WIBOR-WIBO</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">WIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>PLN-WIBOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">WIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>PLN-WIBOR-WIBO</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">PLN-WIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">WIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>PLN-WIRON</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>PLN-WIRON-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>PLZ-WIBOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">WIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>PLZ-WIBOR-WIBO</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">WIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>REPOFUNDS RATE-FRANCE-OIS-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>REPOFUNDS RATE-GERMANY-OIS-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>REPOFUNDS RATE-ITALY-OIS-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>RON-Annual Swap Rate-11:00-BGCANTOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>RON-Annual Swap Rate-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>RON-RBOR-Reuters</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">RON-ROBOR</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>RON-ROBID</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>RON-ROBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">RON-RBOR-Reuters</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>RUB-Annual Swap Rate-11:00-BGCANTOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>RUB-Annual Swap Rate-12:45-TRADITION</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>RUB-Annual Swap Rate-4:15-TRADITION</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>RUB-Annual Swap Rate-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>RUB-Annual Swap Rate-TRADITION-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>RUB-Key Rate CBRF</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>RUB-MosPrime</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">RUB-MOSPRIME-NFEA</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">MOSP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>RUB-MOSPRIME-NFEA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">RUB-MosPrime</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">MOSP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>RUB-MOSPRIME-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">MOSP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>RUB-RUONIA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>RUB-RUONIA-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">RUB-RUONIA-OIS-COMPOUND</doc:from>
</doc:mapping>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>RUB-RUONIA-OIS-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">RUB-RUONIA-OIS Compound</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SAR-SAIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">SAR-SRIOR-SUAA</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SAR-SRIOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SAR-SRIOR-SUAA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">SAR-SAIBOR</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SEK-Annual Swap Rate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SEK-Annual Swap Rate-SESWFI</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SEK-SIOR-OIS-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">SEK-STIBOR-OIS Compound</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SEK-STIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">SEK-STIBOR-Bloomberg</doc:from>
<doc:from version="2006">SEK-STIBOR-SIDE</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">STBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SEK-STIBOR-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">SEK-STIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">STBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SEK-STIBOR-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">SEK-SIOR-OIS-COMPOUND</doc:from>
</doc:mapping>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SEK-STIBOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">STBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SEK-STIBOR-SIDE</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">SEK-STIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">STBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SEK-SWESTR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SEK-SWESTR Average 1M</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SEK-SWESTR Average 1W</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SEK-SWESTR Average 2M</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SEK-SWESTR Average 3M</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SEK-SWESTR Average 6M</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SEK-SWESTR Compounded Index</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SEK-SWESTR-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SGD-Semi-Annual Currency Basis Swap Rate-11:00-Tullett Prebon</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SGD-Semi-Annual Currency Basis Swap Rate-16:00-Tullett Prebon</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SGD-Semi-Annual Swap Rate-11:00-BGCANTOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SGD-Semi-Annual Swap Rate-11:00-Tullett Prebon</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SGD-Semi-Annual Swap Rate-11.00-TRADITION</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SGD-Semi-Annual Swap Rate-16:00-Tullett Prebon</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SGD-Semi-Annual Swap Rate-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SGD-Semi-Annual Swap Rate-ICAP-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SGD-Semi-Annual Swap Rate-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SGD-Semi-Annual Swap Rate-TRADITION-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SGD-SIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">SGD-SIBOR-Reuters</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SGD-SIBOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SGD-SIBOR-Reuters</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">SGD-SIBOR</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SGD-SIBOR-Telerate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "SGD-SONAR-OIS-COMPOUND" code has been deprecated in
supplement 35 to the 2006 ISDA definitions. The code is kept in FpML for backward
compatibility purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>SGD-SONAR-OIS-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "SGD-SONAR-OIS-VWAP-COMPOUND" code has been
deprecated usage: the code has been deprecated in supplement 62 to the 2006 ISDA
definitions. The code is kept in FpML for backward compatibility
purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>SGD-SONAR-OIS-VWAP-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">SGD-SORA-COMPOUND</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SGD-SOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">SGD-SOR-VWAP</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SGD-SORA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SGD-SORA-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">SGD-SORA-OIS Compound</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SGD-SORA-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">SGD-SORA-COMPOUND</doc:from>
</doc:mapping>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "SGD-SOR-Reference Banks" code has been deprecated in
supplement 35 to the 2006 ISDA definitions. The code is kept in FpML for backward
compatibility purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>SGD-SOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "SGD-SOR-Reuters" code has been deprecated in
supplement 35 to the 2006 ISDA definitions. The code is kept in FpML for backward
compatibility purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>SGD-SOR-Reuters</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">SGD-SOR-VWAP</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SGD-SOR-Telerate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SGD-SOR-VWAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">SGD-SOR</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SGD-SOR-VWAP-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SKK-BRIBOR-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SKK-BRIBOR-BRBO</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SKK-BRIBOR-NBSK07</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SKK-BRIBOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: the code has been deprecated in supplement 38 to the
2006 ISDA definitions. The code is kept in FpML for backward compatibility
purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>THB-Semi-Annual Swap Rate-11:00-BGCANTOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: the code has been deprecated in supplement 38 to the
2006 ISDA definitions. The code is kept in FpML for backward compatibility
purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>THB-Semi-Annual Swap Rate-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "THB-SOR-Reference Banks" code has been deprecated in
supplement 38 to the 2006 ISDA definitions. The code is kept in FpML for backward
compatibility purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>THB-SOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "THB-SOR-Reuters" code has been deprecated in
supplement 35 to the 2006 ISDA definitions. The code is kept in FpML for backward
compatibility purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>THB-SOR-Reuters</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>THB-SOR-Telerate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>THB-THBFIX</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">THB-THBFIX-Reuters</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>THB-THBFIX-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>THB-THBFIX-Reuters</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">THB-THBFIX</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>THB-THOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>THB-THOR-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">THB-THOR-OIS Compound</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>THB-THOR-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">THB-THOR-COMPOUND</doc:from>
</doc:mapping>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>TRY Annual Swap Rate-11:00-TRADITION</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>TRY-Annual Swap Rate-11:15-BGCANTOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>TRY-Annual Swap Rate-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>TRY-Semi-Annual Swap Rate-TRADITION-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>TRY-TLREF</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>TRY-TLREF-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">TRY-TLREF-OIS-COMPOUND</doc:from>
</doc:mapping>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>TRY-TLREF-OIS-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">TRY-TLREF-OIS Compound</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>TRY-TRLIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">TRY-TRYIBOR-Reuters</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>TRY-TRYIBOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>TRY-TRYIBOR-Reuters</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">TRY-TRLIBOR</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>TWD-Quarterly-Annual Swap Rate-11:00-BGCANTOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>TWD-Quarterly-Annual Swap Rate-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>TWD-Reference Dealers</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>TWD-Reuters-6165</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>TWD-TAIBIR01</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>TWD-TAIBIR02</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>TWD-TAIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">TWD-TAIBOR-Bloomberg</doc:from>
<doc:from version="2006">TWD-TAIBOR-Reuters</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>TWD-TAIBOR-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">TWD-TAIBOR</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>TWD-TAIBOR-Reuters</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">TWD-TAIBOR</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>TWD-Telerate-6165</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>TWD-TWCPBA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>UK Base Rate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">GBP-UK Base Rate</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-3M LIBOR SWAP-CME vs LCH-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-6M LIBOR SWAP-CME vs LCH-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-AMERIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-AMERIBOR Average 30D</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-AMERIBOR Average 90D</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-AMERIBOR Term</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-AMERIBOR Term Structure</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-Annual Swap Rate-11:00-BGCANTOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-Annual Swap Rate-11:00-TRADITION</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-Annual Swap Rate-4:00-TRADITION</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-AXI Term</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-BA-H.15</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-BA-Reference Dealers</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-BMA Municipal Swap Index</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-BSBY</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-CD-H.15</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-CD-Reference Dealers</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-CMS-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-CMS-Reference Banks-ICAP SwapPX</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-CMS-Reuters</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-CMS-Telerate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-CMT</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">USD-CMT-T7051</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-CMT Average 1W</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">USD-CMT-T7052</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-CMT-T7051</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">USD-CMT</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-CMT-T7052</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">USD-CMT Average 1W</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-COF11-FHLBSF</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">USD-COFI</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-COF11-Reuters</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">USD-COFI</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-COF11-Telerate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-COFI</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">USD-COF11-FHLBSF</doc:from>
<doc:from version="2006">USD-COF11-Reuters</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-CP-H.15</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">USD-CP-Money Market Yield</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-CP-Money Market Yield</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">USD-CP-H.15</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-CP-Reference Dealers</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>FRO-M-V7</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>USD-CRITR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-Federal Funds</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">USD-Federal Funds-H.15</doc:from>
<doc:from version="2006">USD-Federal Funds-H.15-Bloomberg</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">EFFR</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-Federal Funds-H.15</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">USD-Federal Funds</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">EFFR</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-Federal Funds-H.15-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">USD-Federal Funds</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">EFFR</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-Federal Funds-H.15-OIS-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">USD-Federal Funds-OIS Compound</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-Federal Funds-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">USD-Federal Funds-H.15-OIS-COMPOUND</doc:from>
</doc:mapping>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-Federal Funds-Reference Dealers</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">EFFR</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-FFCB-DISCO</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-FXI Term</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-ISDAFIX3-Swap Rate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">USD-LIBOR ICE Swap Rate-11:00</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">ISDA</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-ISDAFIX3-Swap Rate-3:00</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">USD-LIBOR ICE Swap Rate-15:00</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">ISDA</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-ISDA-Swap Rate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">USD-LIBOR ICE Swap Rate-11:00</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-ISDA-Swap Rate-3:00</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">USD-LIBOR ICE Swap Rate-15:00</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-LIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">USD-LIBOR-BBA</doc:from>
<doc:from version="2006">USD-LIBOR-BBA-Bloomberg</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-LIBOR-BBA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">USD-LIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-LIBOR-BBA-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">USD-LIBOR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-LIBOR ICE Swap Rate-11:00</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">USD-ISDA-Swap Rate</doc:from>
<doc:from version="2006">USD-ISDAFIX3-Swap Rate</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-LIBOR ICE Swap Rate-15:00</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">USD-ISDA-Swap Rate-3:00</doc:from>
<doc:from version="2006">USD-ISDAFIX3-Swap Rate-3:00</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-LIBOR-ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-LIBOR-LIBO</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-LIBOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">LIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-Municipal Swap Index</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">USD-SIFMA Municipal Swap Index</doc:from>
<doc:from version="2006">USD-BMA Municipal Swap Index</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">MAAA</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-Municipal Swap Libor Ratio-11:00-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">MAAA</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-Municipal Swap Rate-11:00-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">MAAA</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-OIS-11:00-BGCANTOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-OIS-11:00-LON-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-OIS-11:00-NY-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-OIS-11:00-TRADITION</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-OIS-3:00-BGCANTOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-OIS-3:00-NY-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-OIS-4:00-TRADITION</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-Overnight Bank Funding Rate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-Prime</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">USD-Prime-H.15</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-Prime-H.15</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">USD-Prime</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-Prime-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-S&P Index-High Grade</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">USD-SandP Index High Grade</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-SandP Index High Grade</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">USD-S&P Index-High Grade</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-SIBOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: the code has been deprecated in supplement 36 to the
2006 ISDA definitions (Section 7.1 (ab) (xxviii) USD-SIBOR-SIBO is deleted in its
entirety). The code is kept in FpML for backward compatibility
purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>USD-SIBOR-SIBO</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-SIFMA Municipal Swap Index</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">USD-Municipal Swap Index</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">MAAA</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-SOFR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SOFR</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-SOFR Average 180D</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SOFR</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-SOFR Average 30D</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SOFR</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-SOFR Average 90D</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SOFR</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-SOFR CME Term</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-SOFR-COMPOUND</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">USD-SOFR-OIS Compound</doc:to>
</doc:mapping>
<doc:calculationParameters>
<doc:calculationMethod version="2006">OIS</doc:calculationMethod>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-SOFR Compounded Index</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-SOFR ICE Compounded Index</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-SOFR ICE Compounded Index 0 Floor</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-SOFR ICE Compounded Index 0 Floor 2D Lag</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-SOFR ICE Compounded Index 0 Floor 5D Lag</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-SOFR ICE Compounded Index 2D Lag</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-SOFR ICE Compounded Index 5D Lag</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-SOFR ICE Swap Rate</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix
and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented
through the date on which parties enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-SOFR ICE Term</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-SOFR-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">USD-SOFR-COMPOUND</doc:from>
</doc:mapping>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD Swap Rate-BCMP1</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-TBILL-H.15</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TREA</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-TBILL-H.15-Bloomberg</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TREA</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-TBILL-Secondary Market</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">USD-TBILL Secondary Market-Bond Equivalent Yield</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TREA</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-TBILL Secondary Market-Bond Equivalent Yield</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">USD-TBILL-Secondary Market</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TREA</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-TIBOR-ISDC</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-TIBOR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TIBO</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-Treasury-19901-3:00-ICAP</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TREA</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD Treasury Rate-BCMP1</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TREA</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-Treasury Rate-ICAP BrokerTec</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TREA</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-Treasury Rate-SwapMarker100</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TREA</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-Treasury Rate-SwapMarker99</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TREA</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-Treasury Rate-T19901</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TREA</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>USD-Treasury Rate-T500</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">TREA</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>VND-Semi-Annual Swap Rate-11:00-BGCANTOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>VND-Semi-Annual Swap Rate-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>ZAR-DEPOSIT-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>ZAR-DEPOSIT-SAFEX</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>ZAR-JIBAR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">ZAR-JIBAR-SAFEX</doc:from>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">JIBA</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>ZAR-JIBAR-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">JIBA</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>ZAR-JIBAR-SAFEX</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">ZAR-JIBAR</doc:to>
</doc:mapping>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">JIBA</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>ZAR-Prime Average</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>YES</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:from version="2006">ZAR-PRIME-AVERAGE</doc:from>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>ZAR-PRIME-AVERAGE</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:mapping>
<doc:to version="2021">ZAR-Prime Average</doc:to>
</doc:mapping>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>ZAR-PRIME-AVERAGE-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>ZAR-Quarterly Swap Rate-1:00-TRADITION</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>ZAR-Quarterly Swap Rate-5:30-TRADITION</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>ZAR-Quarterly Swap Rate-TRADITION-Reference Banks</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section
7.1 Rate Options, as amended and supplemented through the date on which parties
enter into the relevant transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2006 ISDA Definitions" source="ISDA Definitions" version="2006"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:external>
<doc:code target="iso20022" method="BenchmarkCurveNameCode">SWAP</doc:code>
</doc:external>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>ZAR-ZARONIA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
</ComplexValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>ZAR-ZARONIA-OIS Compound</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix,
as amended through the date on which parties enter into the relevant
transaction.</SimpleValue>
</Value>
<Value>
<ComplexValue>
<doc:definition>
<doc:reference title="2021 ISDA Definitions" source="ISDA Definitions" version="2021"/>
<doc:inLoan>NO</doc:inLoan>
</doc:definition>
<doc:calculationParameters>
<doc:method>OIS Compounding</doc:method>
</doc:calculationParameters>
</ComplexValue>
</Value>
</Row>
</SimpleCodeList>
</gcl:CodeList>