<Conventions>
	<AverageOIS>
		<Id>USD-AVERAGE-OIS</Id>
		<SpotLag>2</SpotLag>
		<FixedTenor>6M</FixedTenor>
		<FixedDayCounter>30/360</FixedDayCounter>
		<FixedCalendar>US</FixedCalendar>
		<FixedConvention>MF</FixedConvention>
		<FixedPaymentConvention>MF</FixedPaymentConvention>
		<Index>USD-FedFunds</Index>
		<OnTenor>3M</OnTenor>
		<RateCutoff>2</RateCutoff>
	</AverageOIS>
	<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>
</Conventions>

