<?xml version="1.0"?>
<Conventions>
  <SwapIndex>
    <Id>USD-CMS-SOFR-1Y</Id>
    <Conventions>USD-SOFR-OIS</Conventions>
    <FixingCalendar/>
  </SwapIndex>
  <SwapIndex>
    <Id>USD-CMS-SOFR-30Y</Id>
    <Conventions>USD-SOFR-OIS</Conventions>
    <FixingCalendar/>
  </SwapIndex>
  <OIS>
    <Id>USD-FedFunds-OIS</Id>
    <SpotLag>2</SpotLag>
    <Index>USD-FedFunds</Index>
    <FixedDayCounter>A360</FixedDayCounter>
    <PaymentLag>2</PaymentLag>
    <EOM>false</EOM>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>Following</FixedConvention>
    <FixedPaymentConvention>Following</FixedPaymentConvention>
    <Rule>Backward</Rule>
  </OIS>
  <OIS>
    <Id>USD-OIS</Id>
    <SpotLag>2</SpotLag>
    <Index>USD-FedFunds</Index>
    <FixedDayCounter>A360</FixedDayCounter>
    <PaymentLag>2</PaymentLag>
    <EOM>false</EOM>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>Following</FixedConvention>
    <FixedPaymentConvention>Following</FixedPaymentConvention>
    <Rule>Backward</Rule>
  </OIS>
  <Deposit>
    <Id>USD-ON-DEPOSIT</Id>
    <IndexBased>true</IndexBased>
    <Index>USD-FedFunds</Index>
  </Deposit>
  <Deposit>
    <Id>USD-ON-SOFR-DEPOSIT</Id>
    <IndexBased>true</IndexBased>
    <Index>USD-SOFR</Index>
  </Deposit>
  <Future>
    <Id>USD-SOFR-3M-FUTURES</Id>
    <Index>USD-SOFR</Index>
    <OvernightIndexFutureNettingType>Compounding</OvernightIndexFutureNettingType>
    <DateGenerationRule>IMM</DateGenerationRule>
  </Future>
  <OIS>
    <Id>USD-SOFR-OIS</Id>
    <SpotLag>0</SpotLag>
    <Index>USD-SOFR</Index>
    <FixedDayCounter>A360</FixedDayCounter>
    <PaymentLag>2</PaymentLag>
    <EOM>false</EOM>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedPaymentConvention>MF</FixedPaymentConvention>
    <Rule>Backward</Rule>
  </OIS>
</Conventions>
