<?xml version="1.0" encoding="utf-8"?>
<Conventions>
  <!-- Zero Rates -->
  <Zero>
    <Id>EUR-ZERO-CONVENTIONS</Id>
    <TenorBased>false</TenorBased>
    <DayCounter>A365</DayCounter>
    <CompoundingFrequency>Daily</CompoundingFrequency>
  </Zero>
  <Zero>
    <Id>EUR-ZERO-CONVENTIONS-TENOR-BASED</Id>
    <TenorBased>true</TenorBased>
    <DayCounter>A365</DayCounter>
    <Compounding>Continuous</Compounding>
    <CompoundingFrequency>Daily</CompoundingFrequency>
    <TenorCalendar>TARGET</TenorCalendar>
    <SpotLag>2</SpotLag>
    <SpotCalendar>TARGET</SpotCalendar>
    <RollConvention>Following</RollConvention>
    <EOM>false</EOM>
  </Zero>
  <Zero>
    <Id>CHF-ZERO-CONVENTIONS</Id>
    <TenorBased>false</TenorBased>
    <DayCounter>A365</DayCounter>
    <CompoundingFrequency>Daily</CompoundingFrequency>
  </Zero>
  <Zero>
    <Id>GBP-ZERO-CONVENTIONS</Id>
    <TenorBased>false</TenorBased>
    <DayCounter>A365</DayCounter>
    <CompoundingFrequency>Daily</CompoundingFrequency>
  </Zero>
  <Zero>
    <Id>USD-ZERO-CONVENTIONS</Id>
    <TenorBased>false</TenorBased>
    <DayCounter>A365</DayCounter>
    <CompoundingFrequency>Daily</CompoundingFrequency>
  </Zero>
  <!-- CDS -->
  <CDS>
    <Id>CDS-STANDARD-CONVENTIONS</Id>
    <SettlementDays>1</SettlementDays>
    <Calendar>WeekendsOnly</Calendar>
    <Frequency>Quarterly</Frequency>
    <PaymentConvention>Following</PaymentConvention>
    <Rule>CDS2015</Rule>
    <DayCounter>A360</DayCounter>
    <SettlesAccrual>true</SettlesAccrual>
    <PaysAtDefaultTime>true</PaysAtDefaultTime>
  </CDS>
  <!-- Deposits -->
  <Deposit>
    <Id>USD-LIBOR-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>USD-LIBOR</Index>
  </Deposit>
  <Deposit>
    <Id>USD-FED-FUNDS-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>USD-FedFunds</Index>
  </Deposit>
  <Deposit>
    <Id>CHF-LIBOR-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>CHF-LIBOR</Index>
  </Deposit>
  <Deposit>
    <Id>CHF-TOIS-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>CHF-TOIS</Index>
  </Deposit>
  <Deposit>
    <Id>CHF-SARON-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>CHF-SARON</Index>
  </Deposit>
  <Deposit>
    <Id>DKK-DKKOIS-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>DKK-DKKOIS</Index>
  </Deposit>
  <Deposit>
    <Id>SEK-SIOR-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>SEK-SIOR</Index>
  </Deposit>
  <Deposit>
    <Id>EUR-EONIA-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>EUR-EONIA</Index>
  </Deposit>
  <Deposit>
    <Id>EUR-EURIBOR-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>EUR-EURIBOR</Index>
  </Deposit>
  <Deposit>
    <Id>EUR-DEPOSIT</Id>
    <IndexBased>true</IndexBased>
    <Index>EUR-EURIBOR</Index>
  </Deposit>
  <Deposit>
    <Id>GBP-SONIA-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>GBP-SONIA</Index>
  </Deposit>
  <Deposit>
    <Id>GBP-LIBOR-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>GBP-LIBOR</Index>
  </Deposit>
  <Deposit>
    <Id>GBP-DEPOSIT</Id>
    <IndexBased>true</IndexBased>
    <Index>GBP-LIBOR</Index>
  </Deposit>
  <Deposit>
    <Id>CAD-DEPOSIT</Id>
    <IndexBased>true</IndexBased>
    <Index>CAD-CDOR</Index>
  </Deposit>
  <Deposit>
    <Id>CAD-CORRA-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>CAD-CORRA</Index>
  </Deposit>
  <Deposit>
    <Id>CZK-DEPOSIT</Id>
    <IndexBased>true</IndexBased>
    <Index>CZK-PRIBOR</Index>
  </Deposit>
  <Deposit>
    <Id>DKK-DEPOSIT</Id>
    <IndexBased>true</IndexBased>
    <Index>DKK-CIBOR</Index>
  </Deposit>
  <Deposit>
    <Id>NOK-DEPOSIT</Id>
    <IndexBased>true</IndexBased>
    <Index>NOK-NIBOR</Index>
  </Deposit>
  <Deposit>
    <Id>SEK-DEPOSIT</Id>
    <IndexBased>true</IndexBased>
    <Index>SEK-STIBOR</Index>
  </Deposit>
  <Deposit>
    <Id>HUF-DEPOSIT</Id>
    <IndexBased>true</IndexBased>
    <Index>HUF-BUBOR</Index>
  </Deposit>
  <Deposit>
    <Id>PLN-DEPOSIT</Id>
    <IndexBased>true</IndexBased>
    <Index>PLN-WIBOR</Index>
  </Deposit>
  <Deposit>
    <Id>SGD-DEPOSIT</Id>
    <IndexBased>true</IndexBased>
    <Index>SGD-SIBOR</Index>
  </Deposit>
  <Deposit>
    <Id>NZD-DEPOSIT</Id>
    <IndexBased>true</IndexBased>
    <Index>NZD-BKBM</Index>
  </Deposit>
  <Deposit>
    <Id>JPY-LIBOR-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>JPY-LIBOR</Index>
  </Deposit>
  <Deposit>
    <Id>JPY-TIBOR-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>JPY-TIBOR</Index>
  </Deposit>
  <Deposit>
    <Id>AUD-BBSW-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>AUD-BBSW</Index>
  </Deposit>
  <Deposit>
    <Id>SEK-STIBOR-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>SEK-STIBOR</Index>
  </Deposit>
  <Deposit>
    <Id>MXN-TIIE-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>MXN-TIIE</Index>
  </Deposit>
  <Deposit>
    <Id>RUB-MOSPRIME-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>RUB-MOSPRIME</Index>
  </Deposit>
  <Deposit>
    <Id>BRL-GENERIC-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>BRL-GENERIC</Index>
  </Deposit>
  <Deposit>
    <Id>CLP-GENERIC-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>CLP-GENERIC</Index>
  </Deposit>
  <Deposit>
    <Id>CNY-GENERIC-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>CNY-GENERIC</Index>
  </Deposit>
  <Deposit>
    <Id>IDR-GENERIC-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>IDR-GENERIC</Index>
  </Deposit>
  <Deposit>
    <Id>INR-GENERIC-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>INR-GENERIC</Index>
  </Deposit>
  <Deposit>
    <Id>KRW-GENERIC-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>KRW-GENERIC</Index>
  </Deposit>
  <Deposit>
    <Id>MYR-GENERIC-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>MYR-GENERIC</Index>
  </Deposit>
  <Deposit>
    <Id>PHP-GENERIC-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>PHP-GENERIC</Index>
  </Deposit>
  <Deposit>
    <Id>TWD-GENERIC-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>TWD-GENERIC</Index>
  </Deposit>
  <!-- Money Market Futures -->
  <Future>
    <Id>USD-LIBOR-3M-FUTURES-CONVENTIONS</Id>
    <Index>USD-LIBOR-3M</Index>
  </Future>
  <Future>
    <Id>EURIBOR-3M-FUTURES-CONVENTIONS</Id>
    <Index>EUR-EURIBOR-3M</Index>
  </Future>
  <Future>
    <Id>AUD-BBSW-3M-FUTURES-CONVENTIONS</Id>
    <Index>AUD-BBSW-3M</Index>
  </Future>
  <Future>
    <Id>JPY-LIBOR-3M-FUTURES-CONVENTIONS</Id>
    <Index>JPY-LIBOR-3M</Index>
  </Future>
  <Future>
    <Id>SEK-STIBOR-3M-FUTURES-CONVENTIONS</Id>
    <Index>SEK-STIBOR-3M</Index>
  </Future>
  <!-- Forward Rate Agreements -->
  <FRA>
    <Id>EUR-12M-FRA-CONVENTIONS</Id>
    <Index>EUR-EURIBOR-12M</Index>
  </FRA>
  <FRA>
    <Id>EUR-6M-FRA-CONVENTIONS</Id>
    <Index>EUR-EURIBOR-6M</Index>
  </FRA>
  <FRA>
    <Id>EUR-3M-FRA-CONVENTIONS</Id>
    <Index>EUR-EURIBOR-3M</Index>
  </FRA>
  <FRA>
    <Id>EUR-1M-FRA-CONVENTIONS</Id>
    <Index>EUR-EURIBOR-1M</Index>
  </FRA>
  <FRA>
    <Id>AUD-3M-FRA-CONVENTIONS</Id>
    <Index>AUD-BBSW-3M</Index>
  </FRA>
  <FRA>
    <Id>CHF-6M-FRA-CONVENTIONS</Id>
    <Index>CHF-LIBOR-6M</Index>
  </FRA>
  <FRA>
    <Id>CHF-3M-FRA-CONVENTIONS</Id>
    <Index>CHF-LIBOR-3M</Index>
  </FRA>
  <FRA>
    <Id>GBP-3M-FRA</Id>
    <Index>GBP-LIBOR-3M</Index>
  </FRA>
  <FRA>
    <Id>GBP-6M-FRA</Id>
    <Index>GBP-LIBOR-6M</Index>
  </FRA>
  <FRA>
    <Id>USD-6M-FRA-CONVENTIONS</Id>
    <Index>USD-LIBOR-6M</Index>
  </FRA>
  <FRA>
    <Id>USD-3M-FRA-CONVENTIONS</Id>
    <Index>USD-LIBOR-3M</Index>
  </FRA>
  <FRA>
    <Id>USD-1M-FRA-CONVENTIONS</Id>
    <Index>USD-LIBOR-1M</Index>
  </FRA>
  <FRA>
    <Id>CAD-FRA-3M</Id>
    <Index>CAD-CDOR-3M</Index>
  </FRA>
  <FRA>
    <Id>CZK-6M-FRA</Id>
    <Index>CZK-PRIBOR-6M</Index>
  </FRA>
  <FRA>
    <Id>CZK-3M-FRA</Id>
    <Index>CZK-PRIBOR-3M</Index>
  </FRA>
  <FRA>
    <Id>NZD-3M-FRA</Id>
    <Index>NZD-BKBM-3M</Index>
  </FRA>
  <FRA>
    <Id>HUF-6M-FRA</Id>
    <Index>HUF-BUBOR-6M</Index>
  </FRA>
  <FRA>
    <Id>PLN-6M-FRA</Id>
    <Index>PLN-WIBOR-6M</Index>
  </FRA>
  <FRA>
    <Id>PLN-3M-FRA</Id>
    <Index>PLN-WIBOR-3M</Index>
  </FRA>
  <FRA>
    <Id>SEK-3M-FRA</Id>
    <Index>SEK-STIBOR-3M</Index>
  </FRA>
  <FRA>
    <Id>JPY-6M-FRA-CONVENTIONS</Id>
    <Index>JPY-LIBOR-6M</Index>
  </FRA>
  <FRA>
    <Id>JPY-3M-FRA-CONVENTIONS</Id>
    <Index>JPY-LIBOR-3M</Index>
  </FRA>
  <!-- Interest Rate Swaps -->
  <SwapIndex>
    <Id>EUR-CMS-1Y</Id>
    <Conventions>EUR-3M-SWAP-CONVENTIONS</Conventions>
  </SwapIndex>
  <SwapIndex>
    <Id>EUR-CMS-2Y</Id>
    <Conventions>EUR-6M-SWAP-CONVENTIONS</Conventions>
  </SwapIndex>
  <SwapIndex>
    <Id>EUR-CMS-5Y</Id>
    <Conventions>EUR-6M-SWAP-CONVENTIONS</Conventions>
  </SwapIndex>
  <SwapIndex>
    <Id>EUR-CMS-10Y</Id>
    <Conventions>EUR-6M-SWAP-CONVENTIONS</Conventions>
  </SwapIndex>
  <SwapIndex>
    <Id>EUR-CMS-20Y</Id>
    <Conventions>EUR-6M-SWAP-CONVENTIONS</Conventions>
  </SwapIndex>
  <SwapIndex>
    <Id>EUR-CMS-30Y</Id>
    <Conventions>EUR-6M-SWAP-CONVENTIONS</Conventions>
  </SwapIndex>
  <SwapIndex>
    <Id>USD-CMS-1Y</Id>
    <Conventions>USD-3M-SWAP-CONVENTIONS</Conventions>
  </SwapIndex>
  <SwapIndex>
    <Id>USD-CMS-2Y</Id>
    <Conventions>USD-3M-SWAP-CONVENTIONS</Conventions>
  </SwapIndex>
  <SwapIndex>
    <Id>USD-CMS-5Y</Id>
    <Conventions>USD-3M-SWAP-CONVENTIONS</Conventions>
  </SwapIndex>
  <SwapIndex>
    <Id>USD-CMS-10Y</Id>
    <Conventions>USD-3M-SWAP-CONVENTIONS</Conventions>
  </SwapIndex>
  <SwapIndex>
    <Id>USD-CMS-20Y</Id>
    <Conventions>USD-3M-SWAP-CONVENTIONS</Conventions>
  </SwapIndex>
  <SwapIndex>
    <Id>USD-CMS-30Y</Id>
    <Conventions>USD-3M-SWAP-CONVENTIONS</Conventions>
  </SwapIndex>
  <SwapIndex>
    <Id>GBP-CMS-1Y</Id>
    <Conventions>GBP-3M-SWAP-CONVENTIONS</Conventions>
  </SwapIndex>
  <SwapIndex>
    <Id>GBP-CMS-2Y</Id>
    <Conventions>GBP-6M-SWAP-CONVENTIONS</Conventions>
  </SwapIndex>
  <SwapIndex>
    <Id>GBP-CMS-5Y</Id>
    <Conventions>GBP-6M-SWAP-CONVENTIONS</Conventions>
  </SwapIndex>
  <SwapIndex>
    <Id>GBP-CMS-10Y</Id>
    <Conventions>GBP-6M-SWAP-CONVENTIONS</Conventions>
  </SwapIndex>
  <SwapIndex>
    <Id>GBP-CMS-20Y</Id>
    <Conventions>GBP-6M-SWAP-CONVENTIONS</Conventions>
  </SwapIndex>
  <SwapIndex>
    <Id>GBP-CMS-30Y</Id>
    <Conventions>GBP-6M-SWAP-CONVENTIONS</Conventions>
  </SwapIndex>
  <SwapIndex>
    <Id>CHF-CMS-1Y</Id>
    <Conventions>CHF-3M-SWAP-CONVENTIONS</Conventions>
  </SwapIndex>
  <SwapIndex>
    <Id>CHF-CMS-30Y</Id>
    <Conventions>CHF-6M-SWAP-CONVENTIONS</Conventions>
  </SwapIndex>
  <SwapIndex>
    <Id>JPY-CMS-1Y</Id>
    <Conventions>JPY-LIBOR-6M-SWAP-CONVENTIONS</Conventions>
  </SwapIndex>
  <SwapIndex>
    <Id>JPY-CMS-30Y</Id>
    <Conventions>JPY-LIBOR-6M-SWAP-CONVENTIONS</Conventions>
  </SwapIndex>
  <Swap>
    <Id>EUR-6M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>TARGET</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>EUR-EURIBOR-6M</Index>
  </Swap>
  <Swap>
    <Id>EUR-1M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>TARGET</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>EUR-EURIBOR-1M</Index>
  </Swap>
  <Swap>
    <Id>EUR-3M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>TARGET</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>EUR-EURIBOR-3M</Index>
  </Swap>
  <Swap>
    <Id>EUR-12M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>TARGET</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>EUR-EURIBOR-12M</Index>
  </Swap>  
  <Swap>
    <Id>USD-1M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>US,UK</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>USD-LIBOR-1M</Index>
  </Swap>
  <Swap>
    <Id>USD-3M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>US,UK</FixedCalendar>
    <FixedFrequency>Semiannual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>USD-LIBOR-3M</Index>
  </Swap>
  <Swap>
    <Id>USD-1M-SWAP-ANNUAL-CONVENTIONS</Id>
    <FixedCalendar>US,UK</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>ACT/360</FixedDayCounter>
    <Index>USD-LIBOR-1M</Index>
  </Swap>
  <Swap>
    <Id>USD-3M-SWAP-ANNUAL-CONVENTIONS</Id>
    <FixedCalendar>US,UK</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>ACT/360</FixedDayCounter>
    <Index>USD-LIBOR-3M</Index>
  </Swap>
  <Swap>
    <Id>USD-6M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>US,UK</FixedCalendar>
    <FixedFrequency>Semiannual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>USD-LIBOR-6M</Index>
  </Swap>
  <Swap>
    <Id>CHF-6M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>ZUB,UK</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>CHF-LIBOR-6M</Index>
  </Swap>
  <Swap>
    <Id>CHF-3M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>ZUB,UK</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>CHF-LIBOR-3M</Index>
  </Swap>
  <Swap>
    <Id>AUD-6M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>AU</FixedCalendar>
    <FixedFrequency>Semiannual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>A365</FixedDayCounter>
    <Index>AUD-BBSW-6M</Index>
  </Swap>
  <Swap>
    <Id>AUD-3M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>AU</FixedCalendar>
    <FixedFrequency>Quarterly</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>A365</FixedDayCounter>
    <Index>AUD-BBSW-3M</Index>
  </Swap>
  <Swap>
    <!-- for tenor = 1Y -->
    <Id>CAD-3M-SWAP-CONVENTIONS-1Y</Id>
    <FixedCalendar>CA</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>ACT/365</FixedDayCounter>
    <Index>CAD-CDOR-3M</Index>
    <FloatFrequency>Annual</FloatFrequency>
    <SubPeriodsCouponType>Compounding</SubPeriodsCouponType>
  </Swap>
  <Swap>
    <!-- for tenor >= 2Y -->
    <Id>CAD-3M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>CA</FixedCalendar>
    <FixedFrequency>Semiannual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>ACT/365</FixedDayCounter>
    <Index>CAD-CDOR-3M</Index>
    <FloatFrequency>Semiannual</FloatFrequency>
    <SubPeriodsCouponType>Compounding</SubPeriodsCouponType>
  </Swap>
  <Swap>
    <Id>DKK-3M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>DEN</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>DKK-CIBOR-3M</Index>
  </Swap>
  <Swap>
    <Id>DKK-6M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>DEN</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>DKK-CIBOR-6M</Index>
  </Swap>
  <Swap>
    <Id>NOK-3M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>NOK</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>NOK-NIBOR-3M</Index>
  </Swap>
  <Swap>
    <Id>NOK-6M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>NOK</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>NOK-NIBOR-6M</Index>
  </Swap>
  <Swap>
    <Id>JPY-LIBOR-6M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>JP,UK</FixedCalendar>
    <FixedFrequency>Semiannual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>A365</FixedDayCounter>
    <Index>JPY-LIBOR-6M</Index>
  </Swap>
  <Swap>
    <Id>JPY-LIBOR-3M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>JP,UK</FixedCalendar>
    <FixedFrequency>Semiannual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>A365</FixedDayCounter>
    <Index>JPY-LIBOR-3M</Index>
  </Swap>
  <Swap>
    <Id>JPY-TIBOR-3M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>JP</FixedCalendar>
    <FixedFrequency>Semiannual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>A365</FixedDayCounter>
    <Index>JPY-TIBOR-3M</Index>
  </Swap>
  <Swap>
    <Id>SEK-3M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>SS</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>SEK-STIBOR-3M</Index>
  </Swap>
  <Swap>
    <Id>SEK-6M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>SS</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>SEK-STIBOR-6M</Index>
  </Swap>
  <Swap>
    <Id>SGD-6M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>SGD</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>SGD-SIBOR-6M</Index>
  </Swap>
  <Swap>
    <Id>GBP-6M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>UK</FixedCalendar>
    <FixedFrequency>Semiannual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>A365</FixedDayCounter>
    <Index>GBP-LIBOR-6M</Index>
  </Swap>
  <Swap>
    <Id>GBP-3M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>UK</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>A365</FixedDayCounter>
    <Index>GBP-LIBOR-3M</Index>
  </Swap>
  <Swap>
    <Id>CZK-6M-SWAP</Id>
    <FixedCalendar>CZK</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>ACT/360</FixedDayCounter>
    <Index>CZK-PRIBOR-6M</Index>
  </Swap>
  <Swap>
    <Id>CZK-3M-SWAP</Id>
    <FixedCalendar>CZK</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>ACT/360</FixedDayCounter>
    <Index>CZK-PRIBOR-3M</Index>
  </Swap>
  <Swap>
    <Id>HUF-6M-SWAP</Id>
    <FixedCalendar>HUF</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>A365</FixedDayCounter>
    <Index>HUF-BUBOR-6M</Index>
  </Swap>
  <Swap>
    <Id>PLN-6M-SWAP</Id>
    <FixedCalendar>PLN</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>ACT/ACT</FixedDayCounter>
    <Index>PLN-WIBOR-6M</Index>
  </Swap>
  <Swap>
    <Id>PLN-3M-SWAP</Id>
    <FixedCalendar>PLN</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>ACT/ACT</FixedDayCounter>
    <Index>PLN-WIBOR-3M</Index>
  </Swap>
  <Swap>
    <Id>NZD-6M-SWAP</Id>
    <FixedCalendar>NZD</FixedCalendar>
    <FixedFrequency>Semiannual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>A365</FixedDayCounter>
    <Index>NZD-BKBM-6M</Index>
  </Swap>
  <Swap>
    <Id>NZD-3M-SWAP</Id>
    <FixedCalendar>NZD</FixedCalendar>
    <FixedFrequency>Semiannual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>A365</FixedDayCounter>
    <Index>NZD-BKBM-3M</Index>
  </Swap>
  <Swap>
    <Id>MXN-28D-SWAP-CONVENTIONS</Id>
    <FixedCalendar>MXN</FixedCalendar>
    <FixedFrequency>Lunarmonth</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>ACT/360</FixedDayCounter>
    <Index>MXN-TIIE-28D</Index>
  </Swap>
  <Swap>
    <Id>HKD-3M-SWAP</Id>
    <FixedCalendar>HKD</FixedCalendar>
    <FixedFrequency>Quarterly</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>A365</FixedDayCounter>
    <Index>HKD-HIBOR-3M</Index>
  </Swap>
  <Swap>
    <Id>INR-3M-SWAP</Id>
    <FixedCalendar>INR</FixedCalendar>
    <FixedFrequency>Semiannual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>A365</FixedDayCounter>
    <Index>INR-MIFOR-3M</Index>
   </Swap>
   <Swap>
    <Id>INR-6M-SWAP</Id>
    <FixedCalendar>INR</FixedCalendar>
    <FixedFrequency>Semiannual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>A365</FixedDayCounter>
    <Index>INR-MIFOR-6M</Index>
  </Swap> 
  <Swap>
    <Id>KRW-3M-SWAP</Id>
    <FixedCalendar>KRW</FixedCalendar>
    <FixedFrequency>Quarterly</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>A365</FixedDayCounter>
    <Index>KRW-KORIBOR-3M</Index>
  </Swap>
  <Swap>
    <Id>MYR-3M-SWAP</Id>
    <FixedCalendar>MYR</FixedCalendar>
    <FixedFrequency>Quarterly</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>A365</FixedDayCounter>
    <Index>MYR-KLIBOR-3M</Index>
  </Swap>
  <Swap>
    <Id>RUB-3M-SWAP</Id>
    <FixedCalendar>RUB</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>ACT/ACT</FixedDayCounter>
    <Index>RUB-MOSPRIME-3M</Index>
  </Swap>
  <Swap>
    <Id>THB-6M-SWAP</Id>
    <FixedCalendar>THB</FixedCalendar>
    <FixedFrequency>Semiannual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>A365</FixedDayCounter>
    <Index>THB-BIBOR-6M</Index>
  </Swap>  
  <Swap>
    <Id>PHP-3M-SWAP</Id>
    <FixedCalendar>PHP</FixedCalendar>
    <FixedFrequency>Quarterly</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>ACT/360</FixedDayCounter>
    <Index>PHP-PHIREF-3M</Index>
  </Swap>
  <Swap>
    <Id>TWD-3M-SWAP</Id>
    <FixedCalendar>TWD</FixedCalendar>
    <FixedFrequency>Quarterly</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>A365</FixedDayCounter>
    <Index>TWD-TAIBOR-3M</Index>
  </Swap>  
  <Swap>
    <Id>ZAR-3M-SWAP</Id>
    <FixedCalendar>ZAR</FixedCalendar>
    <FixedFrequency>Quarterly</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>A365</FixedDayCounter>
    <Index>ZAR-JIBAR-3M</Index>
  </Swap>
  <Swap>
    <Id>BRL-GENERIC-3M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>TARGET</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>BRL-GENERIC-3M</Index>
  </Swap>
  <Swap>
    <Id>CLP-GENERIC-3M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>TARGET</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>CLP-GENERIC-3M</Index>
  </Swap>
  <Swap>
    <Id>CNY-GENERIC-3M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>TARGET</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>CNY-GENERIC-3M</Index>
  </Swap>
  <Swap>
    <Id>IDR-GENERIC-3M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>TARGET</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>IDR-GENERIC-3M</Index>
  </Swap>
  <Swap>
    <Id>INR-GENERIC-3M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>TARGET</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>INR-GENERIC-3M</Index>
  </Swap>
  <Swap>
    <Id>KRW-GENERIC-3M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>TARGET</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>KRW-GENERIC-3M</Index>
  </Swap>
  <Swap>
    <Id>MYR-GENERIC-3M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>TARGET</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>MYR-GENERIC-3M</Index>
  </Swap>
  <Swap>
    <Id>PHP-GENERIC-3M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>TARGET</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>PHP-GENERIC-3M</Index>
  </Swap>
  <Swap>
    <Id>TWD-GENERIC-3M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>TARGET</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>TWD-GENERIC-3M</Index>
  </Swap>
  <!-- Overnight Index linked Swap Legs -->
  <OIS>
    <Id>EUR-OIS-CONVENTIONS</Id>
    <SpotLag>2</SpotLag>
    <Index>EUR-EONIA</Index>
    <FixedDayCounter>A360</FixedDayCounter>
    <PaymentLag>1</PaymentLag>
    <EOM>false</EOM>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>Following</FixedConvention>
    <FixedPaymentConvention>Following</FixedPaymentConvention>
    <Rule>Backward</Rule>
  </OIS>
  <OIS>
    <Id>DKK-OIS-CONVENTIONS</Id>
    <SpotLag>2</SpotLag>
    <Index>DKK-DKKOIS</Index>
    <FixedDayCounter>A360</FixedDayCounter>
    <PaymentLag>0</PaymentLag>
    <EOM>false</EOM>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>Following</FixedConvention>
    <FixedPaymentConvention>Following</FixedPaymentConvention>
    <Rule>Backward</Rule>
  </OIS>
  <OIS>
    <Id>SEK-OIS-CONVENTIONS</Id>
    <SpotLag>2</SpotLag>
    <Index>SEK-SIOR</Index>
    <FixedDayCounter>A360</FixedDayCounter>
    <PaymentLag>0</PaymentLag>
    <EOM>false</EOM>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>Following</FixedConvention>
    <FixedPaymentConvention>Following</FixedPaymentConvention>
    <Rule>Backward</Rule>
  </OIS>
  <OIS>
    <Id>CHF-OIS-CONVENTIONS</Id>
    <SpotLag>1</SpotLag>
    <Index>CHF-TOIS</Index>
    <FixedDayCounter>30/360</FixedDayCounter>
    <PaymentLag>2</PaymentLag>
    <EOM>false</EOM>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>Following</FixedConvention>
    <FixedPaymentConvention>Following</FixedPaymentConvention>
    <Rule>Backward</Rule>
  </OIS>
  <OIS>
    <Id>CHF-OIS-SARON-CONVENTIONS</Id>
    <SpotLag>1</SpotLag>
    <Index>CHF-SARON</Index>
    <FixedDayCounter>30/360</FixedDayCounter>
    <PaymentLag>2</PaymentLag>
    <EOM>false</EOM>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>Following</FixedConvention>
    <FixedPaymentConvention>Following</FixedPaymentConvention>
    <Rule>Backward</Rule>
  </OIS>
  <OIS>
    <Id>USD-OIS-CONVENTIONS</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>
  <AverageOIS>
    <Id>USD-AVERAGE-OIS-CONVENTIONS</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>GBP-OIS-CONVENTIONS</Id>
    <SpotLag>0</SpotLag>
    <Index>GBP-SONIA</Index>
    <FixedDayCounter>A365</FixedDayCounter>
    <PaymentLag>0</PaymentLag>
    <EOM>false</EOM>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>Following</FixedConvention>
    <FixedPaymentConvention>Following</FixedPaymentConvention>
    <Rule>Backward</Rule>
  </OIS>
  <OIS>
    <Id>JPY-OIS-CONVENTIONS</Id>
    <SpotLag>2</SpotLag>
    <Index>JPY-TONAR</Index>
    <FixedDayCounter>A360</FixedDayCounter>
    <PaymentLag>1</PaymentLag>
    <EOM>false</EOM>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>Following</FixedConvention>
    <FixedPaymentConvention>Following</FixedPaymentConvention>
    <Rule>Backward</Rule>
  </OIS>
  <OIS>
    <Id>CAD-OIS-CONVENTIONS</Id>
    <SpotLag>2</SpotLag>
    <Index>CAD-CORRA</Index>
    <FixedDayCounter>A365</FixedDayCounter>
    <PaymentLag>2</PaymentLag>
    <EOM>false</EOM>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>Following</FixedConvention>
    <FixedPaymentConvention>Following</FixedPaymentConvention>
    <Rule>Backward</Rule>
  </OIS>
  <!-- Tenor Basis Swaps -->
  <TenorBasisTwoSwap>
    <Id>EURIBOR-3M-6M-BASIS-CONVENTIONS</Id>
    <Calendar>TARGET</Calendar>
    <LongFixedFrequency>Annual</LongFixedFrequency>
    <LongFixedConvention>MF</LongFixedConvention>
    <LongFixedDayCounter>30/360</LongFixedDayCounter>
    <LongIndex>EUR-EURIBOR-6M</LongIndex>
    <ShortFixedFrequency>Annual</ShortFixedFrequency>
    <ShortFixedConvention>MF</ShortFixedConvention>
    <ShortFixedDayCounter>30/360</ShortFixedDayCounter>
    <ShortIndex>EUR-EURIBOR-3M</ShortIndex>
    <LongMinusShort>true</LongMinusShort>
  </TenorBasisTwoSwap>
  <TenorBasisTwoSwap>
    <Id>EUR-EURIBOR-6M-12M-BASIS-CONVENTIONS</Id>
    <Calendar>TARGET</Calendar>
    <LongFixedFrequency>Annual</LongFixedFrequency>
    <LongFixedConvention>MF</LongFixedConvention>
    <LongFixedDayCounter>30/360</LongFixedDayCounter>
    <LongIndex>EUR-EURIBOR-12M</LongIndex>
    <ShortFixedFrequency>Annual</ShortFixedFrequency>
    <ShortFixedConvention>MF</ShortFixedConvention>
    <ShortFixedDayCounter>30/360</ShortFixedDayCounter>
    <ShortIndex>EUR-EURIBOR-6M</ShortIndex>
    <LongMinusShort>true</LongMinusShort>
  </TenorBasisTwoSwap>
  <TenorBasisSwap>
    <Id>USD-LIBOR-3M-6M-BASIS-CONVENTIONS</Id>
    <PayIndex>USD-LIBOR-6M</PayIndex>
    <ReceiveIndex>USD-LIBOR-3M</ReceiveIndex>
    <ReceiveFrequency>6M</ReceiveFrequency>
    <SpreadOnRec>true</SpreadOnRec>
    <IncludeSpread>false</IncludeSpread>
    <SubPeriodsCouponType>Compounding</SubPeriodsCouponType>
  </TenorBasisSwap>
  <TenorBasisSwap>
    <Id>USD-LIBOR-1M-3M-BASIS-CONVENTIONS</Id>
    <PayIndex>USD-LIBOR-3M</PayIndex>
    <ReceiveIndex>USD-LIBOR-1M</ReceiveIndex>
    <ReceiveFrequency>3M</ReceiveFrequency>
    <SpreadOnRec>true</SpreadOnRec>
    <IncludeSpread>false</IncludeSpread>
    <SubPeriodsCouponType>Compounding</SubPeriodsCouponType>
  </TenorBasisSwap>
  <TenorBasisSwap>
    <Id>GBP-LIBOR-3M-6M-BASIS-CONVENTIONS</Id>
    <PayIndex>GBP-LIBOR-6M</PayIndex>
    <ReceiveIndex>GBP-LIBOR-3M</ReceiveIndex>
  </TenorBasisSwap>
  <TenorBasisSwap>
    <Id>CHF-LIBOR-3M-6M-BASIS-CONVENTIONS</Id>
    <PayIndex>CHF-LIBOR-6M</PayIndex>
    <ReceiveIndex>CHF-LIBOR-3M</ReceiveIndex>
  </TenorBasisSwap>
  <TenorBasisSwap>
    <Id>JPY-LIBOR-3M-6M-BASIS-CONVENTIONS</Id>
    <PayIndex>JPY-LIBOR-6M</PayIndex>
    <ReceiveIndex>JPY-LIBOR-3M</ReceiveIndex>
  </TenorBasisSwap>
  <TenorBasisSwap>
    <Id>EUR-OIS-1M-BASIS-CONVENTIONS</Id>
    <PayIndex>EUR-EURIBOR-1M</PayIndex>
    <ReceiveIndex>EUR-EONIA</ReceiveIndex>
    <ReceiveFrequency>1Y</ReceiveFrequency>
  </TenorBasisSwap>
  <BMABasisSwap>
    <Id>USD-LIBOR-SIFMA-3M-BASIS-CONVENTIONS</Id>
    <Index>USD-LIBOR-3M</Index>
    <BMAIndex>USD-SIFMA</BMAIndex>
  </BMABasisSwap>
  <!-- FX Forwards -->
  <FX>
    <Id>GBP-USD-FX-CONVENTIONS</Id>
    <SpotDays>0</SpotDays>
    <SourceCurrency>GBP</SourceCurrency>
    <TargetCurrency>USD</TargetCurrency>
    <PointsFactor>10000</PointsFactor>
    <AdvanceCalendar>UK,US</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>
  <FX>
    <Id>USD-GBP-FX-CONVENTIONS</Id>
    <SpotDays>0</SpotDays>
    <SourceCurrency>USD</SourceCurrency>
    <TargetCurrency>GBP</TargetCurrency>
    <PointsFactor>10000</PointsFactor>
    <AdvanceCalendar>UK,US</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>
  <FX>
    <Id>EUR-USD-FX-CONVENTIONS</Id>
    <SpotDays>0</SpotDays>
    <SourceCurrency>EUR</SourceCurrency>
    <TargetCurrency>USD</TargetCurrency>
    <PointsFactor>10000</PointsFactor>
    <AdvanceCalendar>TARGET,US, UK</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>
  <FX>
    <Id>FX-ECB-EUR-USD</Id>
    <SpotDays>2</SpotDays>
    <SourceCurrency>EUR</SourceCurrency>
    <TargetCurrency>USD</TargetCurrency>
    <PointsFactor>10000</PointsFactor>
    <AdvanceCalendar>TARGET,US, UK</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>
  <FX>
    <Id>EUR-JPY-FX-CONVENTIONS</Id>
    <SpotDays>0</SpotDays>
    <SourceCurrency>EUR</SourceCurrency>
    <TargetCurrency>JPY</TargetCurrency>
    <PointsFactor>10000</PointsFactor>
    <AdvanceCalendar>TARGET,JPY</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>
  <FX>
    <Id>CHF-USD-FX-CONVENTIONS</Id>
    <SpotDays>0</SpotDays>
    <SourceCurrency>CHF</SourceCurrency>
    <TargetCurrency>USD</TargetCurrency>
    <PointsFactor>10000</PointsFactor>
    <AdvanceCalendar>ZUB,US</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>
  <FX>
    <Id>USD-CHF-FX-CONVENTIONS</Id>
    <SpotDays>0</SpotDays>
    <SourceCurrency>USD</SourceCurrency>
    <TargetCurrency>CHF</TargetCurrency>
    <PointsFactor>10000</PointsFactor>
    <AdvanceCalendar>ZUB,US</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>
  <FX>
    <Id>EUR-GBP-FX-CONVENTIONS</Id>
    <SpotDays>0</SpotDays>
    <SourceCurrency>EUR</SourceCurrency>
    <TargetCurrency>GBP</TargetCurrency>
    <PointsFactor>10000</PointsFactor>
    <AdvanceCalendar>TARGET,UK</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>
  <FX>
    <Id>EUR-CHF-FX-CONVENTIONS</Id>
    <SpotDays>0</SpotDays>
    <SourceCurrency>EUR</SourceCurrency>
    <TargetCurrency>CHF</TargetCurrency>
    <PointsFactor>10000</PointsFactor>
    <AdvanceCalendar>TARGET,ZUB</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>
  <FX>
    <Id>USD-NOK-FX-CONVENTIONS</Id>
    <SpotDays>0</SpotDays>
    <SourceCurrency>USD</SourceCurrency>
    <TargetCurrency>NOK</TargetCurrency>
    <PointsFactor>10000</PointsFactor>
    <AdvanceCalendar>US,NOK</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>
  <FX>
    <Id>USD-SEK-FX-CONVENTIONS</Id>
    <SpotDays>0</SpotDays>
    <SourceCurrency>USD</SourceCurrency>
    <TargetCurrency>SEK</TargetCurrency>
    <PointsFactor>10000</PointsFactor>
    <AdvanceCalendar>US,SEK</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>
  <FX>
    <Id>USD-MXN-FX-CONVENTIONS</Id>
    <SpotDays>0</SpotDays>
    <SourceCurrency>USD</SourceCurrency>
    <TargetCurrency>MXN</TargetCurrency>
    <PointsFactor>1</PointsFactor>
    <AdvanceCalendar>US</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>
  <FX>
    <Id>USD-JPY-FX-CONVENTIONS</Id>
    <SpotDays>0</SpotDays>
    <SourceCurrency>USD</SourceCurrency>
    <TargetCurrency>JPY</TargetCurrency>
    <PointsFactor>100</PointsFactor>
    <AdvanceCalendar>US,JP</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>
  <FX>  
    <Id>USD-CAD-FX-CONVENTIONS</Id>
    <SpotDays>0</SpotDays>
    <SourceCurrency>USD</SourceCurrency>
    <TargetCurrency>CAD</TargetCurrency>
    <PointsFactor>10000</PointsFactor>
    <AdvanceCalendar>US,CA</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>
  <FX>
    <Id>USD-TWD-FX-CONVENTIONS</Id>
    <SpotDays>0</SpotDays>
    <SourceCurrency>USD</SourceCurrency>
    <TargetCurrency>TWD</TargetCurrency>
    <PointsFactor>1</PointsFactor>
    <AdvanceCalendar>US</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>
  <FX>
    <Id>USD-KRW-FX-CONVENTIONS</Id>
    <SpotDays>0</SpotDays>
    <SourceCurrency>USD</SourceCurrency>
    <TargetCurrency>KRW</TargetCurrency>
    <PointsFactor>100</PointsFactor>
    <AdvanceCalendar>US</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>
  <FX>
    <Id>USD-TRY-FX</Id>
    <SpotDays>0</SpotDays>
    <SourceCurrency>USD</SourceCurrency>
    <TargetCurrency>TRY</TargetCurrency>
    <PointsFactor>10000</PointsFactor>
    <AdvanceCalendar>US</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>
  <FX>
    <Id>USD-INR-FX-CONVENTIONS</Id>
    <SpotDays>0</SpotDays>
    <SourceCurrency>USD</SourceCurrency>
    <TargetCurrency>INR</TargetCurrency>
    <PointsFactor>100</PointsFactor>
    <AdvanceCalendar>US</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>
  <FX>
    <Id>USD-BRL-FX-CONVENTIONS</Id>
    <SpotDays>0</SpotDays>
    <SourceCurrency>USD</SourceCurrency>
    <TargetCurrency>BRL</TargetCurrency>
    <PointsFactor>10000</PointsFactor>
    <AdvanceCalendar>US</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>
  <FX>
    <Id>USD-CLP-FX-CONVENTIONS</Id>
    <SpotDays>0</SpotDays>
    <SourceCurrency>USD</SourceCurrency>
    <TargetCurrency>CLP</TargetCurrency>
    <PointsFactor>1</PointsFactor>
    <AdvanceCalendar>US</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>
  <FX>
    <Id>USD-IDR-FX-CONVENTIONS</Id>
    <SpotDays>0</SpotDays>
    <SourceCurrency>USD</SourceCurrency>
    <TargetCurrency>IDR</TargetCurrency>
    <PointsFactor>1</PointsFactor>
    <AdvanceCalendar>US</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>
  <FX>
    <Id>USD-CNY-FX-CONVENTIONS</Id>
    <SpotDays>0</SpotDays>
    <SourceCurrency>USD</SourceCurrency>
    <TargetCurrency>CNY</TargetCurrency>
    <PointsFactor>10000</PointsFactor>
    <AdvanceCalendar>US</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>
  <FX>
    <Id>USD-MYR-FX-CONVENTIONS</Id>
    <SpotDays>0</SpotDays>
    <SourceCurrency>USD</SourceCurrency>
    <TargetCurrency>MYR</TargetCurrency>
    <PointsFactor>10000</PointsFactor>
    <AdvanceCalendar>US</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>
  <FX>
    <Id>USD-PHP-FX-CONVENTIONS</Id>
    <SpotDays>0</SpotDays>
    <SourceCurrency>USD</SourceCurrency>
    <TargetCurrency>PHP</TargetCurrency>
    <PointsFactor>10</PointsFactor>
    <AdvanceCalendar>US</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>
  <!-- Cross Currency Basis Swaps -->
  <CrossCurrencyBasis>
    <Id>EUR-USD-XCCY-BASIS-CONVENTIONS</Id>
    <SettlementDays>2</SettlementDays>
    <SettlementCalendar>TARGET,US,UK</SettlementCalendar>
    <RollConvention>MF</RollConvention>
    <FlatIndex>USD-LIBOR-3M</FlatIndex>
    <SpreadIndex>EUR-EURIBOR-3M</SpreadIndex>
    <IsResettable>Y</IsResettable>
    <FlatIndexIsResettable>Y</FlatIndexIsResettable>
  </CrossCurrencyBasis>
  <CrossCurrencyBasis>
    <Id>USD-GBP-XCCY-BASIS-CONVENTIONS</Id>
    <SettlementDays>2</SettlementDays>
    <SettlementCalendar>UK,US</SettlementCalendar>
    <RollConvention>MF</RollConvention>
    <FlatIndex>USD-LIBOR-3M</FlatIndex>
    <SpreadIndex>GBP-LIBOR-3M</SpreadIndex>
  </CrossCurrencyBasis>
  <CrossCurrencyBasis>
    <Id>EUR-GBP-XCCY-BASIS-CONVENTIONS</Id>
    <SettlementDays>2</SettlementDays>
    <SettlementCalendar>UK,TARGET</SettlementCalendar>
    <RollConvention>MF</RollConvention>
    <FlatIndex>EUR-EURIBOR-3M</FlatIndex>
    <SpreadIndex>GBP-LIBOR-3M</SpreadIndex>
  </CrossCurrencyBasis>
  <CrossCurrencyBasis>
    <Id>EUR-CHF-XCCY-BASIS-CONVENTIONS</Id>
    <SettlementDays>2</SettlementDays>
    <SettlementCalendar>ZUB,TARGET,UK</SettlementCalendar>
    <RollConvention>MF</RollConvention>
    <FlatIndex>EUR-EURIBOR-3M</FlatIndex>
    <SpreadIndex>CHF-LIBOR-3M</SpreadIndex>
  </CrossCurrencyBasis>
  <CrossCurrencyBasis>
    <Id>USD-CHF-XCCY-BASIS-CONVENTIONS</Id>
    <SettlementDays>2</SettlementDays>
    <SettlementCalendar>ZUB,US,UK</SettlementCalendar>
    <RollConvention>MF</RollConvention>
    <FlatIndex>USD-LIBOR-3M</FlatIndex>
    <SpreadIndex>CHF-LIBOR-3M</SpreadIndex>
  </CrossCurrencyBasis>
  <CrossCurrencyBasis>
    <Id>USD-NOK-XCCY-BASIS-CONVENTIONS</Id>
    <SettlementDays>2</SettlementDays>
    <SettlementCalendar>NOK,US,UK</SettlementCalendar>
    <RollConvention>MF</RollConvention>
    <FlatIndex>USD-LIBOR-3M</FlatIndex>
    <SpreadIndex>NOK-NIBOR-3M</SpreadIndex>
  </CrossCurrencyBasis>
  <CrossCurrencyBasis>
    <Id>USD-SEK-XCCY-BASIS-CONVENTIONS</Id>
    <SettlementDays>2</SettlementDays>
    <SettlementCalendar>SEK,US,UK</SettlementCalendar>
    <RollConvention>MF</RollConvention>
    <FlatIndex>USD-LIBOR-3M</FlatIndex>
    <SpreadIndex>SEK-STIBOR-3M</SpreadIndex>
  </CrossCurrencyBasis>
  <CrossCurrencyBasis>
    <Id>USD-MXN-XCCY-BASIS-CONVENTIONS</Id>
    <SettlementDays>2</SettlementDays>
    <SettlementCalendar>MXN,US,UK</SettlementCalendar>
    <RollConvention>MF</RollConvention>
    <FlatIndex>MXN-TIIE-28D</FlatIndex>
    <SpreadIndex>USD-LIBOR-1M</SpreadIndex>
  </CrossCurrencyBasis>
  <CrossCurrencyBasis>
    <Id>USD-MXN-3M-XCCY-BASIS-CONVENTIONS</Id>
    <SettlementDays>2</SettlementDays>
    <SettlementCalendar>MXN,US,UK</SettlementCalendar>
    <RollConvention>MF</RollConvention>
    <FlatIndex>USD-LIBOR-3M</FlatIndex>
    <SpreadIndex>MXN-TIIE-3M</SpreadIndex>
  </CrossCurrencyBasis>
  <CrossCurrencyBasis>
    <Id>USD-JPY-XCCY-BASIS-CONVENTIONS</Id>
    <SettlementDays>2</SettlementDays>
    <SettlementCalendar>JP,US,UK</SettlementCalendar>
    <RollConvention>MF</RollConvention>
    <FlatIndex>USD-LIBOR-3M</FlatIndex>
    <SpreadIndex>JPY-LIBOR-3M</SpreadIndex>
  </CrossCurrencyBasis>
  <CrossCurrencyBasis>
    <Id>USD-CAD-XCCY-BASIS-CONVENTIONS</Id>
    <SettlementDays>2</SettlementDays>
    <SettlementCalendar>CA,US,UK</SettlementCalendar>
    <RollConvention>MF</RollConvention>
    <FlatIndex>USD-LIBOR-3M</FlatIndex>
    <SpreadIndex>CAD-CDOR-3M</SpreadIndex>
  </CrossCurrencyBasis>
  <CrossCurrencyBasis>
    <Id>USD-BRL-GENERIC-XCCY-BASIS-CONVENTIONS</Id>
    <SettlementDays>2</SettlementDays>
    <SettlementCalendar>TARGET,US,UK</SettlementCalendar>
    <RollConvention>MF</RollConvention>
    <FlatIndex>USD-LIBOR-3M</FlatIndex>
    <SpreadIndex>BRL-GENERIC-3M</SpreadIndex>
  </CrossCurrencyBasis>
  <CrossCurrencyBasis>
    <Id>USD-CLP-GENERIC-XCCY-BASIS-CONVENTIONS</Id>
    <SettlementDays>2</SettlementDays>
    <SettlementCalendar>TARGET,US,UK</SettlementCalendar>
    <RollConvention>MF</RollConvention>
    <FlatIndex>USD-LIBOR-3M</FlatIndex>
    <SpreadIndex>CLP-GENERIC-3M</SpreadIndex>
  </CrossCurrencyBasis>
  <CrossCurrencyBasis>
    <Id>USD-CNY-GENERIC-XCCY-BASIS-CONVENTIONS</Id>
    <SettlementDays>2</SettlementDays>
    <SettlementCalendar>TARGET,US,UK</SettlementCalendar>
    <RollConvention>MF</RollConvention>
    <FlatIndex>USD-LIBOR-3M</FlatIndex>
    <SpreadIndex>CNY-GENERIC-3M</SpreadIndex>
  </CrossCurrencyBasis>
  <CrossCurrencyBasis>
    <Id>USD-IDR-GENERIC-XCCY-BASIS-CONVENTIONS</Id>
    <SettlementDays>2</SettlementDays>
    <SettlementCalendar>TARGET,US,UK</SettlementCalendar>
    <RollConvention>MF</RollConvention>
    <FlatIndex>USD-LIBOR-3M</FlatIndex>
    <SpreadIndex>IDR-GENERIC-3M</SpreadIndex>
  </CrossCurrencyBasis>
  <CrossCurrencyBasis>
    <Id>USD-INR-GENERIC-XCCY-BASIS-CONVENTIONS</Id>
    <SettlementDays>2</SettlementDays>
    <SettlementCalendar>TARGET,US,UK</SettlementCalendar>
    <RollConvention>MF</RollConvention>
    <FlatIndex>USD-LIBOR-3M</FlatIndex>
    <SpreadIndex>INR-GENERIC-3M</SpreadIndex>
  </CrossCurrencyBasis>
  <CrossCurrencyBasis>
    <Id>USD-KRW-GENERIC-XCCY-BASIS-CONVENTIONS</Id>
    <SettlementDays>2</SettlementDays>
    <SettlementCalendar>TARGET,US,UK</SettlementCalendar>
    <RollConvention>MF</RollConvention>
    <FlatIndex>USD-LIBOR-3M</FlatIndex>
    <SpreadIndex>KRW-GENERIC-3M</SpreadIndex>
  </CrossCurrencyBasis>
  <CrossCurrencyBasis>
    <Id>USD-MYR-GENERIC-XCCY-BASIS-CONVENTIONS</Id>
    <SettlementDays>2</SettlementDays>
    <SettlementCalendar>TARGET,US,UK</SettlementCalendar>
    <RollConvention>MF</RollConvention>
    <FlatIndex>USD-LIBOR-3M</FlatIndex>
    <SpreadIndex>MYR-GENERIC-3M</SpreadIndex>
  </CrossCurrencyBasis>
  <CrossCurrencyBasis>
    <Id>USD-PHP-GENERIC-XCCY-BASIS-CONVENTIONS</Id>
    <SettlementDays>2</SettlementDays>
    <SettlementCalendar>TARGET,US,UK</SettlementCalendar>
    <RollConvention>MF</RollConvention>
    <FlatIndex>USD-LIBOR-3M</FlatIndex>
    <SpreadIndex>PHP-GENERIC-3M</SpreadIndex>
  </CrossCurrencyBasis>
  <CrossCurrencyBasis>
    <Id>USD-TWD-GENERIC-XCCY-BASIS-CONVENTIONS</Id>
    <SettlementDays>2</SettlementDays>
    <SettlementCalendar>TARGET,US,UK</SettlementCalendar>
    <RollConvention>MF</RollConvention>
    <FlatIndex>USD-LIBOR-3M</FlatIndex>
    <SpreadIndex>TWD-GENERIC-3M</SpreadIndex>
  </CrossCurrencyBasis>
  <!-- Cross Currency Fix Float Swaps -->
  <CrossCurrencyFixFloat>
    <Id>USD-TRY-XCCY-FIX-FLOAT-CONVENTIONS</Id>
    <SettlementDays>2</SettlementDays>
    <SettlementCalendar>US,UK,TRY</SettlementCalendar>
    <SettlementConvention>F</SettlementConvention>
    <FixedCurrency>TRY</FixedCurrency>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>F</FixedConvention>
    <FixedDayCounter>A360</FixedDayCounter>
    <Index>USD-LIBOR-3M</Index>
  </CrossCurrencyFixFloat>
  <!-- Inflation Swaps -->
  <InflationSwap>
      <Id>EUHICP_INFLATIONSWAP</Id>
      <FixCalendar>TARGET</FixCalendar>
      <FixConvention>MF</FixConvention>
      <DayCounter>30/360</DayCounter>
      <Index>EUHICP</Index>
      <Interpolated>false</Interpolated>
      <ObservationLag>3M</ObservationLag>
      <AdjustInflationObservationDates>false</AdjustInflationObservationDates>
      <InflationCalendar>TARGET</InflationCalendar>
      <InflationConvention>MF</InflationConvention>
  </InflationSwap>
  <InflationSwap>
      <Id>EUHICPXT_INFLATIONSWAP</Id>
      <FixCalendar>TARGET</FixCalendar>
      <FixConvention>MF</FixConvention>
      <DayCounter>30/360</DayCounter>
      <Index>EUHICPXT</Index>
      <Interpolated>false</Interpolated>
      <ObservationLag>3M</ObservationLag>
      <AdjustInflationObservationDates>false</AdjustInflationObservationDates>
      <InflationCalendar>TARGET</InflationCalendar>
      <InflationConvention>MF</InflationConvention>
  </InflationSwap>
  <InflationSwap>
      <Id>FRHICP_INFLATIONSWAP</Id>
      <FixCalendar>TARGET</FixCalendar>
      <FixConvention>MF</FixConvention>
      <DayCounter>30/360</DayCounter>
      <Index>FRHICP</Index>
      <Interpolated>false</Interpolated>
      <ObservationLag>3M</ObservationLag>
      <AdjustInflationObservationDates>false</AdjustInflationObservationDates>
      <InflationCalendar>TARGET</InflationCalendar>
      <InflationConvention>MF</InflationConvention>
  </InflationSwap>
  <InflationSwap>
      <Id>UKRPI_INFLATIONSWAP</Id>
      <FixCalendar>UK</FixCalendar>
      <FixConvention>MF</FixConvention>
      <DayCounter>30/360</DayCounter>
      <Index>UKRPI</Index>
      <Interpolated>false</Interpolated>
      <ObservationLag>2M</ObservationLag>
      <AdjustInflationObservationDates>false</AdjustInflationObservationDates>
      <InflationCalendar>UK</InflationCalendar>
      <InflationConvention>MF</InflationConvention>
  </InflationSwap>
  <InflationSwap>
      <Id>USCPI_INFLATIONSWAP</Id>
      <FixCalendar>US</FixCalendar>
      <FixConvention>MF</FixConvention>
      <DayCounter>30/360</DayCounter>
      <Index>USCPI</Index>
      <Interpolated>false</Interpolated>
      <ObservationLag>3M</ObservationLag>
      <AdjustInflationObservationDates>false</AdjustInflationObservationDates>
      <InflationCalendar>US</InflationCalendar>
      <InflationConvention>MF</InflationConvention>
  </InflationSwap>
  <InflationSwap>
      <Id>ZACPI_INFLATIONSWAP</Id>
      <FixCalendar>ZAR</FixCalendar>
      <FixConvention>MF</FixConvention>
      <DayCounter>30/360</DayCounter>
      <Index>ZACPI</Index>
      <Interpolated>false</Interpolated>
      <ObservationLag>3M</ObservationLag>
      <AdjustInflationObservationDates>false</AdjustInflationObservationDates>
      <InflationCalendar>ZAR</InflationCalendar>
      <InflationConvention>MF</InflationConvention>
  </InflationSwap>
  <CmsSpreadOption>
    <Id>EUR-CMS-10Y-2Y-CONVENTION</Id>
    <ForwardStart>0M</ForwardStart>
    <SpotDays>2D</SpotDays>
    <SwapTenor>3M</SwapTenor>
    <FixingDays>2</FixingDays>
    <Calendar>TARGET</Calendar>
    <DayCounter>A360</DayCounter>
    <RollConvention>MF</RollConvention>
  </CmsSpreadOption>
  <FxOption> 
    <Id>FX-EUR-USD-OPTION-CONVENTIONS</Id> 
    <AtmType>AtmDeltaNeutral</AtmType> 
    <DeltaType>Fwd</DeltaType> 
  </FxOption> 
  <FxOption> 
    <Id>FX-GBP-USD-OPTION-CONVENTIONS</Id> 
    <AtmType>AtmDeltaNeutral</AtmType> 
    <DeltaType>Fwd</DeltaType> 
  </FxOption> 
  <FxOption> 
    <Id>FX-AUD-USD-OPTION-CONVENTIONS</Id> 
    <AtmType>AtmDeltaNeutral</AtmType> 
    <DeltaType>Fwd</DeltaType> 
  </FxOption> 
  <FxOption> 
    <Id>FX-NZD-USD-OPTION-CONVENTIONS</Id> 
    <AtmType>AtmDeltaNeutral</AtmType> 
    <DeltaType>Fwd</DeltaType> 
  </FxOption> 
  <FxOption> 
    <Id>FX-USD-CAD-OPTION-CONVENTIONS</Id> 
    <AtmType>AtmDeltaNeutral</AtmType> 
    <DeltaType>PaFwd</DeltaType> 
  </FxOption> 
  <FxOption> 
    <Id>FX-USD-CHF-OPTION-CONVENTIONS</Id> 
    <AtmType>AtmDeltaNeutral</AtmType> 
    <DeltaType>PaFwd</DeltaType> 
  </FxOption> 
  <FxOption> 
    <Id>FX-USD-JPY-OPTION-CONVENTIONS</Id> 
    <AtmType>AtmDeltaNeutral</AtmType> 
    <DeltaType>PaFwd</DeltaType> 
  </FxOption> 
  <FxOption> 
    <Id>FX-EUR-GBP-OPTION-CONVENTIONS</Id> 
    <AtmType>AtmDeltaNeutral</AtmType> 
    <DeltaType>PaFwd</DeltaType> 
  </FxOption> 
  <FxOption> 
    <Id>FX-EUR-AUD-OPTION-CONVENTIONS</Id> 
    <AtmType>AtmDeltaNeutral</AtmType> 
    <DeltaType>PaFwd</DeltaType> 
  </FxOption> 
  <FxOption> 
    <Id>FX-EUR-CAD-OPTION-CONVENTIONS</Id> 
    <AtmType>AtmDeltaNeutral</AtmType> 
    <DeltaType>PaFwd</DeltaType> 
  </FxOption> 
  <FxOption> 
    <Id>FX-EUR-CHF-OPTION-CONVENTIONS</Id> 
    <AtmType>AtmDeltaNeutral</AtmType> 
    <DeltaType>PaFwd</DeltaType> 
  </FxOption> 
  <FxOption> 
    <Id>FX-EUR-JPY-OPTION-CONVENTIONS</Id> 
    <AtmType>AtmDeltaNeutral</AtmType> 
    <DeltaType>PaFwd</DeltaType> 
  </FxOption> 
  <FxOption> 
    <Id>FX-GBP-AUD-OPTION-CONVENTIONS</Id> 
    <AtmType>AtmDeltaNeutral</AtmType> 
    <DeltaType>PaFwd</DeltaType> 
  </FxOption> 
  <FxOption> 
    <Id>FX-GBP-CAD-OPTION-CONVENTIONS</Id> 
    <AtmType>AtmDeltaNeutral</AtmType> 
    <DeltaType>PaFwd</DeltaType> 
  </FxOption> 
  <FxOption> 
    <Id>FX-GBP-CHF-OPTION-CONVENTIONS</Id> 
    <AtmType>AtmDeltaNeutral</AtmType> 
    <DeltaType>PaFwd</DeltaType> 
  </FxOption> 
  <FxOption> 
    <Id>FX-GBP-JPY-OPTION-CONVENTIONS</Id> 
    <AtmType>AtmDeltaNeutral</AtmType> 
    <DeltaType>PaFwd</DeltaType> 
  </FxOption> 
  <FxOption> 
    <Id>FX-AUD-NZD-OPTION-CONVENTIONS</Id> 
    <AtmType>AtmDeltaNeutral</AtmType> 
    <DeltaType>PaFwd</DeltaType> 
  </FxOption> 
  <FxOption> 
    <Id>FX-AUD-CAD-OPTION-CONVENTIONS</Id> 
    <AtmType>AtmDeltaNeutral</AtmType> 
    <DeltaType>PaFwd</DeltaType> 
  </FxOption> 
  <FxOption> 
    <Id>FX-AUD-JPY-OPTION-CONVENTIONS</Id> 
    <AtmType>AtmDeltaNeutral</AtmType> 
    <DeltaType>PaFwd</DeltaType> 
  </FxOption> 
  <FxOption> 
    <Id>FX-NZD-JPY-OPTION-CONVENTIONS</Id> 
    <AtmType>AtmDeltaNeutral</AtmType> 
    <DeltaType>PaFwd</DeltaType> 
  </FxOption> 
  <FxOption> 
    <Id>FX-CAD-JPY-OPTION-CONVENTIONS</Id> 
    <AtmType>AtmDeltaNeutral</AtmType> 
    <DeltaType>PaFwd</DeltaType> 
  </FxOption> 
  <FxOption> 
    <Id>FX-CHF-JPY-OPTION-CONVENTIONS</Id> 
    <AtmType>AtmDeltaNeutral</AtmType> 
    <DeltaType>PaFwd</DeltaType> 
  </FxOption> 
  <!--
  <CommodityFuture>
    <Id>COMDTY_WTI_USD</Id>
    <AnchorDay>
      <DayOfMonth>25</DayOfMonth>
    </AnchorDay>
    <ContractFrequency>Monthly</ContractFrequency>
    <Calendar>US-NYSE</Calendar>
    <ExpiryMonthLag>1</ExpiryMonthLag>
    <OffsetDays>3</OffsetDays>
    <BusinessDayConvention>Preceding</BusinessDayConvention>
    <IsAveraging>false</IsAveraging>
  </CommodityFuture>
  -->
</Conventions>
