<?xml version="1.0"?>
<Conventions>
  <Zero>
    <Id>EUR-ZERO-TENOR-BASED</Id>
    <TenorBased>true</TenorBased>
    <DayCounter>A365</DayCounter>
    <CompoundingFrequency>Daily</CompoundingFrequency>
    <Compounding>Continuous</Compounding>
    <TenorCalendar>TARGET</TenorCalendar>
    <SpotLag>2</SpotLag>
    <SpotCalendar>TARGET</SpotCalendar>
    <RollConvention>Following</RollConvention>
    <EOM>false</EOM>
  </Zero>
  <CDS>
    <Id>CDS-STANDARD-CONVENTIONS</Id>
    <SettlementDays>0</SettlementDays>
    <Calendar>WeekendsOnly</Calendar>
    <Frequency>Quarterly</Frequency>
    <PaymentConvention>Following</PaymentConvention>
    <Rule>CDS2015</Rule>
    <DayCounter>A360</DayCounter>
    <SettlesAccrual>true</SettlesAccrual>
    <PaysAtDefaultTime>true</PaysAtDefaultTime>
  </CDS>
  <Deposit>
    <Id>USD-DEPOSIT</Id>
    <IndexBased>true</IndexBased>
    <Index>USD-LIBOR</Index>
  </Deposit>
  <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>
  <Deposit>
    <Id>EUR-ON-DEPOSIT-ESTER</Id>
    <IndexBased>true</IndexBased>
    <Index>EUR-ESTER</Index>
  </Deposit>
  <Deposit>
    <Id>EUR-DEPOSIT</Id>
    <IndexBased>true</IndexBased>
    <Index>EUR-EURIBOR</Index>
  </Deposit>
  <Future>
    <Id>USD-LIBOR-3M-FUTURES</Id>
    <Index>USD-LIBOR-3M</Index>
    <OvernightIndexFutureNettingType>Compounding</OvernightIndexFutureNettingType>
    <DateGenerationRule>IMM</DateGenerationRule>
  </Future>
  <FRA>
    <Id>EUR-6M-FRA</Id>
    <Index>EUR-EURIBOR-6M</Index>
  </FRA>
  <FRA>
    <Id>EUR-3M-FRA</Id>
    <Index>EUR-EURIBOR-3M</Index>
  </FRA>
  <SwapIndex>
    <Id>EUR-CMS-1Y</Id>
    <Conventions>EUR-EURIBOR-3M-SWAP</Conventions>
    <FixingCalendar/>
  </SwapIndex>
  <SwapIndex>
    <Id>EUR-CMS-30Y</Id>
    <Conventions>EUR-EURIBOR-6M-SWAP</Conventions>
    <FixingCalendar/>
  </SwapIndex>
  <SwapIndex>
    <Id>USD-CMS-1Y</Id>
    <Conventions>USD-LIBOR-3M-SWAP</Conventions>
    <FixingCalendar>US</FixingCalendar>
  </SwapIndex>
  <SwapIndex>
    <Id>USD-CMS-30Y</Id>
    <Conventions>USD-LIBOR-3M-SWAP</Conventions>
    <FixingCalendar>US</FixingCalendar>
  </SwapIndex>
  <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>
  <Swap>
    <Id>EUR-EURIBOR-6M-SWAP</Id>
    <FixedCalendar>TARGET</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>EUR-EURIBOR-6M</Index>
  </Swap>
  <Swap>
    <Id>EUR-EURIBOR-3M-SWAP</Id>
    <FixedCalendar>TARGET</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>EUR-EURIBOR-3M</Index>
  </Swap>
  <Swap>
    <Id>USD-LIBOR-3M-SWAP</Id>
    <FixedCalendar>US,UK</FixedCalendar>
    <FixedFrequency>Semiannual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>USD-LIBOR-3M</Index>
  </Swap>
  <OIS>
    <Id>EUR-ESTER-OIS</Id>
    <SpotLag>1</SpotLag>
    <Index>EUR-ESTER</Index>
    <FixedDayCounter>A360</FixedDayCounter>
    <PaymentLag>1</PaymentLag>
    <EOM>false</EOM>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedPaymentConvention>MF</FixedPaymentConvention>
    <Rule>Backward</Rule>
  </OIS>
  <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>
  <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-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>
  <TenorBasisTwoSwap>
    <Id>EURIBOR-3M-6M-BASIS</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>
  <FX>
    <Id>EUR-USD-FX</Id>
    <SpotDays>2</SpotDays>
    <SourceCurrency>EUR</SourceCurrency>
    <TargetCurrency>USD</TargetCurrency>
    <PointsFactor>10000</PointsFactor>
    <AdvanceCalendar>TARGET,US</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>
  <CrossCurrencyBasis>
    <Id>EUR-USD-ON-XCCY-BASIS</Id>
    <SettlementDays>2</SettlementDays>
    <SettlementCalendar>TARGET,US,UK</SettlementCalendar>
    <RollConvention>MF</RollConvention>
    <FlatIndex>USD-SOFR</FlatIndex>
    <SpreadIndex>EUR-ESTER</SpreadIndex>
    <IsResettable>true</IsResettable>
    <FlatIndexIsResettable>true</FlatIndexIsResettable>
    <FlatTenor>3M</FlatTenor>
    <SpreadTenor>3M</SpreadTenor>
  </CrossCurrencyBasis>
  <OvernightIndex>
    <Id>GBP-BoEBASE</Id>
    <FixingCalendar>UK</FixingCalendar>
    <DayCounter>A365</DayCounter>
    <SettlementDays>0</SettlementDays>
  </OvernightIndex>
  <OvernightIndex>
    <Id>ZAR-SABOR</Id>
    <FixingCalendar>ZA</FixingCalendar>
    <DayCounter>A360</DayCounter>
    <SettlementDays>0</SettlementDays>
  </OvernightIndex>
  <OvernightIndex>
    <Id>USD-OBFR</Id>
    <FixingCalendar>US</FixingCalendar>
    <DayCounter>A360</DayCounter>
    <SettlementDays>0</SettlementDays>
  </OvernightIndex>
  <OvernightIndex>
    <Id>HKD-HIBOROIS</Id>
    <FixingCalendar>HKD</FixingCalendar>
    <DayCounter>A365</DayCounter>
    <SettlementDays>0</SettlementDays>
  </OvernightIndex>
  <OvernightIndex>
    <Id>RUB-RUONIA</Id>
    <FixingCalendar>RUONIA</FixingCalendar>
    <DayCounter>A365</DayCounter>
    <SettlementDays>0</SettlementDays>
  </OvernightIndex>
  <OvernightIndex>
    <Id>SGD-SORA</Id>
    <FixingCalendar>SGD</FixingCalendar>
    <DayCounter>A365</DayCounter>
    <SettlementDays>0</SettlementDays>
  </OvernightIndex>
  <OvernightIndex>
    <Id>THB-THOR</Id>
    <FixingCalendar>THB</FixingCalendar>
    <DayCounter>A365</DayCounter>
    <SettlementDays>0</SettlementDays>
  </OvernightIndex>
  <OvernightIndex>
    <Id>HKD-HONIA</Id>
    <FixingCalendar>HKD</FixingCalendar>
    <DayCounter>A365</DayCounter>
    <SettlementDays>0</SettlementDays>
  </OvernightIndex>
  <OvernightIndex>
    <Id>HUF-BUBORON</Id>
    <FixingCalendar>HUF</FixingCalendar>
    <DayCounter>A365</DayCounter>
    <SettlementDays>0</SettlementDays>
  </OvernightIndex>
  <OvernightIndex>
    <Id>PLN-WIBORON</Id>
    <FixingCalendar>PLN</FixingCalendar>
    <DayCounter>A365</DayCounter>
    <SettlementDays>0</SettlementDays>
  </OvernightIndex>
  <OvernightIndex>
    <Id>ILS-TELBORON</Id>
    <FixingCalendar>ILS</FixingCalendar>
    <DayCounter>A365</DayCounter>
    <SettlementDays>0</SettlementDays>
  </OvernightIndex>
  <OvernightIndex>
    <Id>TRY-TRIBORON</Id>
    <FixingCalendar>TRY</FixingCalendar>
    <DayCounter>A365</DayCounter>
    <SettlementDays>0</SettlementDays>
  </OvernightIndex>
  <OvernightIndex>
    <Id>TRY-TLREF</Id>
    <FixingCalendar>TRY</FixingCalendar>
    <DayCounter>A365</DayCounter>
    <SettlementDays>0</SettlementDays>
  </OvernightIndex>
  <OvernightIndex>
    <Id>AED-EIBORON</Id>
    <FixingCalendar>AED</FixingCalendar>
    <DayCounter>A365</DayCounter>
    <SettlementDays>0</SettlementDays>
  </OvernightIndex>
  <OvernightIndex>
    <Id>DKK-DESTR</Id>
    <FixingCalendar>DKK</FixingCalendar>
    <DayCounter>A365</DayCounter>
    <SettlementDays>0</SettlementDays>
  </OvernightIndex>
  <IborIndex>
    <Id>AED-EIBOR-3M</Id>
    <FixingCalendar>AED</FixingCalendar>
    <DayCounter>ACT/360</DayCounter>
    <SettlementDays>2</SettlementDays>
    <BusinessDayConvention>MF</BusinessDayConvention>
    <EndOfMonth>false</EndOfMonth>
  </IborIndex>
  <IborIndex>
    <Id>USD-BSBY-1M</Id>
    <FixingCalendar>US</FixingCalendar>
    <DayCounter>ACT/360</DayCounter>
    <SettlementDays>0</SettlementDays>
    <BusinessDayConvention>MF</BusinessDayConvention>
    <EndOfMonth>false</EndOfMonth>
  </IborIndex>
  <IborIndex>
    <Id>USD-BSBY-3M</Id>
    <FixingCalendar>US</FixingCalendar>
    <DayCounter>ACT/360</DayCounter>
    <SettlementDays>0</SettlementDays>
    <BusinessDayConvention>MF</BusinessDayConvention>
    <EndOfMonth>false</EndOfMonth>
  </IborIndex>
  <IborIndex>
    <Id>CNY-DEPO-1Y</Id>
    <FixingCalendar>CNY</FixingCalendar>
    <DayCounter>ACT/360</DayCounter>
    <SettlementDays>2</SettlementDays>
    <BusinessDayConvention>MF</BusinessDayConvention>
    <EndOfMonth>false</EndOfMonth>
  </IborIndex>
  <IborIndex>
    <Id>RUB-KEYRATE-1W</Id>
    <FixingCalendar>RUB</FixingCalendar>
    <DayCounter>ACT/ACT</DayCounter>
    <SettlementDays>2</SettlementDays>
    <BusinessDayConvention>MF</BusinessDayConvention>
    <EndOfMonth>false</EndOfMonth>
  </IborIndex>
  <IborIndex>
    <Id>NGN-NIBOR-3M</Id>
    <FixingCalendar>NGN</FixingCalendar>
    <DayCounter>30/360</DayCounter>
    <SettlementDays>2</SettlementDays>
    <BusinessDayConvention>MF</BusinessDayConvention>
    <EndOfMonth>false</EndOfMonth>
  </IborIndex>
  <IborIndex>
    <Id>NGN-NIBOR-1M</Id>
    <FixingCalendar>NGN</FixingCalendar>
    <DayCounter>30/360</DayCounter>
    <SettlementDays>2</SettlementDays>
    <BusinessDayConvention>MF</BusinessDayConvention>
    <EndOfMonth>false</EndOfMonth>
  </IborIndex>
  <ZeroInflationIndex>
    <Id>UKCPI</Id>
    <RegionName>UK</RegionName>
    <RegionCode>UK</RegionCode>
    <Revised>false</Revised>
    <Frequency>Monthly</Frequency>
    <AvailabilityLag>1M</AvailabilityLag>
    <Currency>GBP</Currency>
  </ZeroInflationIndex>
  <ZeroInflationIndex>
    <Id>ITCPI</Id>
    <RegionName>Italy</RegionName>
    <RegionCode>IT</RegionCode>
    <Revised>false</Revised>
    <Frequency>Monthly</Frequency>
    <AvailabilityLag>1M</AvailabilityLag>
    <Currency>EUR</Currency>
  </ZeroInflationIndex>
  <ZeroInflationIndex>
    <Id>BECPIHL</Id>
    <RegionName>Belgium</RegionName>
    <RegionCode>BE</RegionCode>
    <Revised>false</Revised>
    <Frequency>Monthly</Frequency>
    <AvailabilityLag>1M</AvailabilityLag>
    <Currency>EUR</Currency>
  </ZeroInflationIndex>
  <ZeroInflationIndex>
    <Id>UKCPIH</Id>
    <RegionName>UK</RegionName>
    <RegionCode>UK</RegionCode>
    <Revised>false</Revised>
    <Frequency>Monthly</Frequency>
    <AvailabilityLag>1M</AvailabilityLag>
    <Currency>GBP</Currency>
  </ZeroInflationIndex>
  <ZeroInflationIndex>
    <Id>UKRPIX</Id>
    <RegionName>UK</RegionName>
    <RegionCode>UK</RegionCode>
    <Revised>false</Revised>
    <Frequency>Monthly</Frequency>
    <AvailabilityLag>1M</AvailabilityLag>
    <Currency>GBP</Currency>
  </ZeroInflationIndex>
  <ZeroInflationIndex>
    <Id>USCPIA</Id>
    <RegionName>US</RegionName>
    <RegionCode>US</RegionCode>
    <Revised>false</Revised>
    <Frequency>Monthly</Frequency>
    <AvailabilityLag>1M</AvailabilityLag>
    <Currency>USD</Currency>
  </ZeroInflationIndex>
  <ZeroInflationIndex>
    <Id>CLCPI</Id>
    <RegionName>Chile</RegionName>
    <RegionCode>CL</RegionCode>
    <Revised>false</Revised>
    <Frequency>Monthly</Frequency>
    <AvailabilityLag>1M</AvailabilityLag>
    <Currency>CLP</Currency>
  </ZeroInflationIndex>
  <ZeroInflationIndex>
    <Id>ESHICP</Id>
    <RegionName>Spain</RegionName>
    <RegionCode>SP</RegionCode>
    <Revised>false</Revised>
    <Frequency>Monthly</Frequency>
    <AvailabilityLag>1M</AvailabilityLag>
    <Currency>EUR</Currency>
  </ZeroInflationIndex>
  <ZeroInflationIndex>
    <Id>BRCPIIPCA</Id>
    <RegionName>Brazil</RegionName>
    <RegionCode>BR</RegionCode>
    <Revised>false</Revised>
    <Frequency>Monthly</Frequency>
    <AvailabilityLag>1M</AvailabilityLag>
    <Currency>BRL</Currency>
  </ZeroInflationIndex>
  <FxOption>
    <Id>EUR-USD-FXOPTION</Id>
    <FXConventionID>EUR-USD-FX</FXConventionID>
    <AtmType>AtmDeltaNeutral</AtmType>
    <DeltaType>Spot</DeltaType>
    <SwitchTenor>2Y</SwitchTenor>
    <LongTermAtmType>AtmDeltaNeutral</LongTermAtmType>
    <LongTermDeltaType>Fwd</LongTermDeltaType>
    <RiskReversalInFavorOf>Call</RiskReversalInFavorOf>
    <ButterflyStyle>Broker</ButterflyStyle>
  </FxOption>
</Conventions>
