OASIS user guide - Hong Kong Exchanges and Clearing Limited
OASIS user guide - Hong Kong Exchanges and Clearing Limited
OASIS user guide - Hong Kong Exchanges and Clearing Limited
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Floating Rate Day Count ACT/365 ACT/360<br />
ACT/365<br />
30/365<br />
30/360<br />
Floating Rate Coupon<br />
Frequency<br />
QTR<br />
PART IV – Appendix<br />
EUR#EURIBOR#12M# Reuters<br />
MTH<br />
QTR<br />
SA<br />
PA<br />
Stub Period Rule NONE NONE<br />
SHORT FIRST<br />
LONG FIRST<br />
SHORT LAST<br />
LONG LAST<br />
Floating Rate Index Spread<br />
(Bp)<br />
Receiving Leg Terms<br />
0 -<br />
Floating Rate Index EUR#EURIBOR#3M# Reuters USD:<br />
USD#LIBOR#1M#BBA<br />
USD#LIBOR#3M# BBA<br />
USD#LIBOR#6M# BBA<br />
USD#LIBOR#12M# BBA<br />
EUR:<br />
EUR#EURIBOR#1M# Reuters<br />
EUR#EURIBOR#3M# Reuters<br />
EUR#EURIBOR#6M# Reuters<br />
EUR#EURIBOR#12M# Reuters<br />
Floating Rate Day Count ACT/365 ACT/360<br />
ACT/365<br />
30/365<br />
30/360<br />
Floating Rate Coupon<br />
Frequency<br />
QTR<br />
MTH<br />
QTR<br />
SA<br />
PA<br />
Stub Period Rule NONE NONE<br />
SHORT FIRST<br />
LONG FIRST<br />
SHORT LAST<br />
LONG LAST<br />
Floating Rate Index Spread<br />
(Bp)<br />
0 -<br />
FX NDF Trade Template<br />
General Terms<br />
Fields Format/Example Supported Value<br />
Trade Date DD-MMM-YYYY (User must define) -<br />
Notional (buy currency) XXXXXXXXXXX (User must define) -<br />
FX Forward Rate XXXXXXXXXXX (e.g., 7.0) -<br />
FX Reset USD#CNY#CNY01 USD/CNY: USD#CNY#CNY01<br />
USD/KRW: USD#KRW#KRW02<br />
USD/TWD: USD#TWD#TWD03<br />
USD/INR: USD#INR#INR01<br />
Reset Date DD-MMM-YYYY (User must define) -<br />
Settlement Date DD-MMM-YYYY (User must define) -<br />
September 2013 Page 99 of 107
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