New Reference Rate: Add new FRO to the to the Rates and Non-Standard Enumerated Lists

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SDA has distributed the publication to advise of the inclusion of one (1) new Floating Rate Options.

CAD-CORRA CanDeal TMX Term

These is one new FRO was added to the FpML list and the official names are confirmed as detailed in Change Details section of the CRF.

The DSB is obliged to ensure that the list of Reference Rates available as underlier for Rates and Other Asset Classes products in the DSB are kept in line with the FpML Scheme Definition: floatingRateIndexScheme and so it is necessary to add these new values to the enumerated list.

This update will impact all templates within the RATES and OTHER Asset Classes that include a Reference Rate as an Underlying.