ISO 20022 external code set
ExternalRatesAndTenors1Code: Rates And Tenors Codes
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Specifies the external rates and tenors code in the format of character string with a maximum length of 4 characters.
8 codes in use. External code sets are published outside the message schemas and updated every quarter, so a new code can appear without a new message version.
Codes
- ESOIEuro Overnight Index SwapEuro Overnight Index Swap (ESTROIS) 1 day, 1 week, other tenors.
- ESTREuro Short Term RateEuro short-term rate.
- EURIEuriborEuro interbank offered rate (3 months, 6 months and other tenors).
- GBPOGBP LiborPound sterling London inter-bank offered rate (3 months, 6 months, other tenors) and the respective successor rate.
- OTHROtherOther floating rates and tenors.
- SOFRSecured Overnight Financing RateSecured overnight financing rate (1 months, 3 months, other tenors).
- USOIUSD Overnight Index SwapUS dollar overnight index swap (1 day, 1 week, other tenors), USDOIS.
- USPOUSD LiborUS dollar London inter-bank offered rate (3 months, 6 months, other tenors) and the respective successor rate.
Messages that use ExternalRatesAndTenors1Code
| Message | Element path |
|---|---|
| auth.105 | AggtdPoss/Rpt/Ln/Dmnsns/LnData/Rates/Fltg, AggtdPoss/Rpt/Coll/Dmnsns/LnData/Rates/Fltg, AggtdPoss/Rpt/GnlInf/Dmnsns/LnData/Rates/Fltg |
All ISO 20022 code sets · ISO 20022 messages
The ISO 20022 code set names, code values, names and definitions on this page are reproduced from material published at iso20022.org under the ISO 20022 Intellectual Property Rights policy. This is not the official source: the up-to-date ISO 20022 standards and repository material are published only at iso20022.org. Explanations in our own words are by ZagTrader. ZagTrader is not affiliated with or endorsed by ISO or Swift.