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Updates to PDST-R1 Reference Rates for 24 September 2015
Posted on: September 24, 2015
Please be advised of the corrected PDST-R1 Reference Rates:
Tenor/Security | From | To |
20Y | 4.3763 | 4.3741 |
FXTN 25-01 | 3.7492 | 3.7491 |
FXTN 20-12 | 3.7581 | 3.7580 |
RTB 15-01 | 3.8059 | 3.8057 |
FXTN 20-13 | 3.8143 | 3.8141 |
RTB 15-02 | 3.8290 | 3.8287 |
FXTN 20-14 | 3.8620 | 3.8616 |
FXTN 20-15 | 3.9415 | 3.9408 |
FXTN 20-16 | 4.0356 | 4.0346 |
FXTN 25-02 | 4.0465 | 4.0454 |
FXTN 25-03 | 4.0783 | 4.0771 |
FXTN 20-17 | 4.1087 | 4.1074 |
FXTN 25-04 | 4.1223 | 4.1210 |
FXTN 20-18 | 4.1432 | 4.1418 |
RTB 20-01 | 4.1481 | 4.1467 |
FXTN 20-19 | 4.1848 | 4.1833 |
FXTN 25-05 | 4.1958 | 4.1942 |
FXTN 20-20 | 4.2154 | 4.2137 |
FXTN 25-06 | 4.3191 | 4.3171 |
FXTN 25-07 | 4.3766 | 4.3744 |
FXTN 25-08 | 4.3901 | 4.3878 |
FXTN 25-09 | 4.4404 | 4.4379 |
FXTN 25-10 | 4.4964 | 4.4938 |
RTB 25-01 | 4.5085 | 4.5058 |
The PDS data platforms have been updated to reflect these changes.
For your guidance and information.