CDS-STANDARD-CONVENTIONS 0 WeekendsOnly Quarterly Following CDS2015 A360 true true DKK-3M-FRA DKK-CIBOR-3M DKK-6M-FRA DKK-CIBOR-6M DKK-CIBOR-3M-6M-BASIS DKK-CIBOR-6M DKK-CIBOR-3M DKK-CIBOR-3M-SWAP DEN Annual MF 30/360 DKK-CIBOR-3M DKK-CIBOR-6M-SWAP DEN Annual MF 30/360 DKK-CIBOR-6M DKK-DEPOSIT true DKK-CIBOR DKK-OIS 2 DKK-DKKOIS A360 0 false Annual Following Following Backward DKK-ON-DEPOSIT true DKK-DKKOIS DKK-SWAP DEN Annual MF 30/360 DKK-CIBOR-6M EUHICPXT_INFLATIONSWAP TARGET MF 30/360 EUHICPXT false 3M false TARGET MF EUR-3M-FRA EUR-EURIBOR-3M EUR-6M-FRA EUR-EURIBOR-6M EUR-DEPOSIT true EUR-EURIBOR EUR-DKK-XCCY-BASIS 2 TARGET,DKK MF EUR-EURIBOR-3M DKK-CIBOR-3M true true EUR-EURIBOR-3M-SWAP TARGET Annual MF 30/360 EUR-EURIBOR-3M EUR-EURIBOR-6M-SWAP TARGET Annual MF 30/360 EUR-EURIBOR-6M EUR-JPY-XCCY-BASIS 2 TARGET,JPY MF EUR-EURIBOR-3M JPY-LIBOR-3M true true EUR-NOK-XCCY-BASIS 2 TARGET,NOK MF EUR-EURIBOR-3M NOK-NIBOR-3M true true EUR-OIS 2 EUR-EONIA A360 1 false Annual Following Following Backward EUR-ON-DEPOSIT true EUR-EONIA EUR-SEK-XCCY-BASIS 2 TARGET,SEK MF EUR-EURIBOR-3M SEK-STIBOR-3M true true EUR-SWAP TARGET Annual MF 30/360 EUR-EURIBOR-6M EUR-TWD-XCCY-BASIS 2 TARGET,TWD MF EUR-EURIBOR-3M TWD-TAIBOR-3M true true EUR-USD-FX 2 EUR USD 10000 TARGET,US true EUR-USD-XCCY-BASIS 2 TARGET,US,UK MF USD-LIBOR-3M EUR-EURIBOR-3M true true EUR-ZERO-TENOR-BASED true A365 Daily Continuous TARGET 2 TARGET Following false EURIBOR-3M-6M-BASIS TARGET Annual MF 30/360 EUR-EURIBOR-6M Annual MF 30/360 EUR-EURIBOR-3M true JPY-3M-FRA JPY-LIBOR-3M JPY-6M-FRA JPY-LIBOR-6M JPY-DEPOSIT true JPY-LIBOR JPY-LIBOR-3M-6M-BASIS JPY-LIBOR-6M JPY-LIBOR-3M JPY-LIBOR-3M-SWAP JP,UK Semiannual MF A365 JPY-LIBOR-3M JPY-LIBOR-6M-SWAP JP,UK Semiannual MF A365 JPY-LIBOR-6M JPY-OIS 2 JPY-TONAR A360 1 false Annual Following Following Backward JPY-ON-DEPOSIT true JPY-TONAR JPY-SWAP JP,UK Semiannual MF A365 JPY-LIBOR-6M NOK-3M-FRA NOK-NIBOR-3M NOK-6M-FRA NOK-NIBOR-6M NOK-DEPOSIT true NOK-NIBOR NOK-NIBOR-3M-6M-BASIS NOK-NIBOR-6M NOK-NIBOR-3M NOK-NIBOR-3M-SWAP NOK Annual MF 30/360 NOK-NIBOR-3M NOK-NIBOR-6M-SWAP NOK Annual MF 30/360 NOK-NIBOR-6M NOK-OIS 2 NOK-NOWA A360 1 false Annual Following Following Backward NOK-ON-DEPOSIT true NOK-NOWA NOK-SWAP NOK Annual MF 30/360 NOK-NIBOR-6M SEK-3M-FRA SEK-STIBOR-3M SEK-DEPOSIT true SEK-STIBOR SEK-OIS 2 SEK-SIOR A360 0 false Annual Following Following Backward SEK-ON-DEPOSIT true SEK-SIOR SEK-STIBOR-3M-SWAP SS Annual MF 30/360 SEK-STIBOR-3M SEK-SWAP SS Annual MF 30/360 SEK-STIBOR-3M TWD-DEPOSIT true TWD-TAIBOR TWD-SWAP TWD Quarterly MF A365 TWD-TAIBOR-3M TWD-TAIBOR-3M-SWAP TWD Quarterly MF A365 TWD-TAIBOR-3M USD-3M-FRA USD-LIBOR-3M USD-6M-FRA USD-LIBOR-6M USD-AVERAGE-OIS 2 6M 30/360 US MF MF USD-FedFunds 3M 2 USD-CMS-1Y USD-LIBOR-3M-SWAP US USD-CMS-30Y USD-LIBOR-3M-SWAP US USD-DEPOSIT true USD-LIBOR USD-DKK-FX 2 USD DKK 10000 US,DKK true USD-DKK-XCCY-BASIS 2 DKK,US,UK MF USD-LIBOR-3M DKK-CIBOR-3M true true USD-JPY-FX 2 USD JPY 100 US,JP true USD-JPY-XCCY-BASIS 2 JP,US,UK MF USD-LIBOR-3M JPY-LIBOR-3M true true USD-LIBOR-3M-6M-BASIS USD-LIBOR-6M USD-LIBOR-3M 6M true false Compounding USD-LIBOR-3M-SWAP US,UK Semiannual MF 30/360 USD-LIBOR-3M USD-NOK-FX 2 USD NOK 10000 US,NOK true USD-NOK-XCCY-BASIS 2 NOK,US,UK MF USD-LIBOR-3M NOK-NIBOR-3M true true USD-OIS 2 USD-FedFunds A360 2 false Annual Following Following Backward USD-ON-DEPOSIT true USD-FedFunds USD-SEK-FX 2 USD SEK 10000 US,SEK true USD-SEK-XCCY-BASIS 2 SEK,US,UK MF USD-LIBOR-3M SEK-STIBOR-3M true true USD-SWAP US,UK Semiannual MF 30/360 USD-LIBOR-3M USD-TWD-FX 2 USD TWD 1 USD,TWD true USD-TWD-XCCY-FIX-FLOAT-CONVENTIONS 2 TWD,US,UK F TWD Semiannual F ACT/365 USD-LIBOR-6M USD-TWD-XCCY-BASIS 2 TWD,US,UK MF USD-LIBOR-3M TWD-TAIBOR-3M true true EUR-USD-FXOPTION EUR-USD-FX AtmDeltaNeutral AtmDeltaNeutral Spot Fwd 2Y Call Broker NOK-SEK-FXOPTION NOK-SEK-FX AtmDeltaNeutral AtmDeltaNeutral PaSpot PaFwd 2Y Call Broker USD-JPY-FXOPTION USD-JPY-FX AtmDeltaNeutral AtmDeltaNeutral PaSpot PaFwd 2Y Call Broker NOK-SEK-FX 2 NOK SEK 10000 NOK,SEK,USD true