ISO 20022 · External code set
Rates and tenors codes
Specifies the external rates and tenors code in the format of character string with a maximum length of 4 characters. The list of valid codes is an external code list published separately. External code sets can be downloaded from www.iso20022.org.
| Code | Published name and definition |
|---|---|
ESOI | Euro Overnight Index Swap Euro Overnight Index Swap (ESTROIS) 1 day, 1 week, other tenors. |
ESTR | Euro Short Term Rate Euro short-term rate. |
EURI | Euribor Euro interbank offered rate (3 months, 6 months and other tenors). |
GBPO | GBP Libor Pound sterling London inter-bank offered rate (3 months, 6 months, other tenors) and the respective successor rate. |
OTHR | Other Other floating rates and tenors. |
SOFR | Secured Overnight Financing Rate Secured overnight financing rate (1 months, 3 months, other tenors). |
USOI | USD Overnight Index Swap US dollar overnight index swap (1 day, 1 week, other tenors), USDOIS. |
USPO | USD Libor US dollar London inter-bank offered rate (3 months, 6 months, other tenors) and the respective successor rate. |
Message references 1
Versions listed in the source workbook, including older versions. This list does not establish which messages a bank, network or provider supports.
auth.105.001.01Securities Financing Reporting Position Set Report V01
Source: UsageInMsgs sheet in 2Q2026_externalcodesets_v3.xlsx.