Revised Asian Currencies Non-Deliverable Swap Transaction Standard Terms Supplement and Confirmation – Revised Fallback Matrix

(published July 10, 2018, effective on July 10, 2018)

The July 2018 Fallback Matrix has been revised to amend the reference to INR RBIB (INR01) to INR FBIL (INR01).

The April 2018 Fallback Matrix has been revised to amend the reference to PHP PDSPESO (PHP06) to PHP BAPPESO (PHP06).

The 2016  Fallback Matrix has been revised to amend the reference to MYR PPKM (MYR03) to MYR KL REF (MYR04). For further details of the change, please refer to “Annex A Amendment to Malaysian Ringgit Rate Source Definitions” published in the ISDA Bookstore under FX Derivatives.

The 2014 Fallback Matrix has been revised to amend the reference to IDR VWAP (IDR03) to IDR JISDOR (IDR04) and further, to amend the Valuation Date Business Day city(ies) from Jakarta and Singapore to Jakarta only. This follows from the discontinuation of IDR VWAP (IDR03) with the last day of publication being March 27, 2014 announced by ABS Benchmarks Administration Co Pte. Ltd., in consultation with the Singapore Foreign Exchange Market Committee on February 18, 2014. For further details of the discontinuation, please refer to “2014 Multilateral Amendment Agreement for IDR Non-Deliverable FX and Currency Option Transactions, Non-Deliverable Swap Transactions and Certain Other Transactions” published in the ISDA Bookstore under FX Derivatives.

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