SCHEDULE A template to DIRECTION TO CDS REGARDING THE FALLBACK RATE FOR CDOR

Sep 26, 2026

Schedule A template for completing information required by the CDS direction regarding CDOR fallback rates. The document instructs issuers to transcribe only applicable details into Schedule A to Exhibit A for each affected security. It collects company-specific fields such as company name and submitter contact email, plus security-specific data including ISINs and whether the CARR recommended fallback language applies. It also requests fallback rate source confirmation, spread adjustment details, and questions on changes to day count convention and interest accrual methodology when fallback is applied.

LanguageEnglish

CategoryForms

FormatPDF

Pages3

Reading Time1 min

AccessFree to download

Schedule A completion instructions

Company specific information

Applicable security specific information

CARR recommended FRN fallback language section

Day count and interest accrual methodology questions

Alternative fallback methodology (when not CARR-based)

SCHEDULE A template to DIRECTION TO CDS REGARDING THE FALLBACK RATE FOR CDOR REFERENCING SECURITIES Please complete, as applicable, the template below with the relevant information relating to your CDOR fallbacks. Only the applicable information should be transcribed as Schedule A to Exhibit A. Please complete a separate Schedule A for each affected security. | Data Element Field definition What data is needed? Explanation | | | | | --- | --- | --- | --- | | Company specific information | | | | | Company Name | The name of the issuer of the securities to whom this CDS Bulletin applies. | Enter the company name | | | Submitter Contact Email | The email address of the contact at the company initiating the CDS Bulletin. This should preferably be a group email address for the relevant group within the company. | Enter a group email address | It may be necessary to contact the issuer to clarify data points if additional information is necessary. | | | | | | | Applicable security specific information | | | | | Applicable ISIN(s) | The unique International Security Identification Number (ISIN) for the security that this CDS Bulletin applies to. | Twelve-digit alphanumeric security ID | | | CARR’s Recommended Fallback Applies | Is the applicable fallback language based on the CARR recommended FRN fallback language? CARR’s recommended replacement rate is Fallback Rate (CORRA) . | Yes or no | From CARR’s recommended fallback language:
“Fallback Rate (CORRA)” means the term adjusted CORRA plus the spread relating to CDOR, in each case, for a [relevant interest period] provided by Bloomberg Index Services Limited (or a successor provider as approved and/or appointed by ISDA | | | | | from time to time), asthe provider of term adjusted CORRA and the spread, on the Fallback Rate (CORRA) Screen (or by other means) or provided to, and published by, authorized distributors; | | --- | --- | --- | --- | | | | | | | If the fallback is based on CARR’s recommended FRN fallback language, please complete the next section | | | | | Fallback Rate Source | Is the replacement rate used for the listed ISIN referencing the fallback rate published by Bloomberg for CDORon its FBAK page? This rate is the one developed and used by ISDA for derivatives. | • Yes or no. If no, please describe how and where the fallback rate is obtained from
• If you refence a specific Bloomberg ticker (e.g., VCDOR03M for 3-month CDOR), please also provide the ticker | From CARR’s recommended fallback language:
“Fallback Rate (CORRA) Screen” means the Bloomberg Screen corresponding to the Bloomberg ticker for the fallback for CDOR for a [relevant interest period] accessed via the Bloomberg Screen Page (or, if applicable, accessed via the Bloomberg Screen) or any other published source designated by Bloomberg Index Services Limited (or a successor provider as approved and/or appointed by ISDA from time to time); | | Spread Adjustment (bps) | Is the fallback spread adjustment referred to in the listed ISIN using the one published by Bloomberg to calculate the ISDA fallback rate (as found on Bloomberg’s FBAK page)? | • Yes or no. If no, please describe how and where the spread adjustment is obtained from and how it is used in the calculation | The Bloomberg fallback rate published for CDOR on the FBAK page already includes the ISDA spread adjustment. For the 3-month tenor it is
32.138 bps. | | Day Count Convention | Is the day count convention for the specified security changing as a result of the fallback? | • Yes or no. If yes, please describe how | | | --- | --- | --- | --- | | Interest Accrual Methodology | Is the interest accrual calculation methodology the same one used in the ISDA fallback methodology calculated and published by Bloomberg? | Yes or no. If no, please describe how accrued interest is calculated | | | | | | | | If the fallback is NOT based on CARR’s recommended FRN fallback language, please describe in detail be

FAQs

What information should be filled into Schedule A and how many forms are required?

Complete only applicable fields as Schedule A to Exhibit A, and prepare a separate Schedule A for each affected security.

Which company-specific fields are requested in the template?

The template requests the company name (issuer of the securities) and the submitter contact email, preferably a group email for the relevant company group.

What security-specific details must be provided for each affected security?

Provide the applicable ISIN(s) and indicate whether the CARR recommended fallback language applies, including related confirmations and calculations such as fallback rate source and spread adjustment.

Sep 26, 2026

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