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Recalculation of PDST-R2 Reference Rates for 29 June 2016
Posted on: June 29, 2016
Please be advised of the corrected PDST-R2 Reference Rates.
From | To | |||
Tag | Rate | Tag | Rate | |
3M | D | 2.0645 | D | 1.8614 |
6M | I | 1.9382 | I | 1.8084 |
1Y | I | 1.7496 | I | 1.7485 |
2Y | D | 2.3620 | D | 2.3424 |
TBILL 08.24.16 | I | 1.8044 | I | 1.7282 |
TBILL 09.14.16 | I | 1.9605 | I | 1.8081 |
TBILL 10.05.16 | D | 2.0645 | D | 1.8614 |
TBILL 11.02.16 | I | 2.0159 | I | 1.8410 |
TBILL 01.18.17 | I | 1.9090 | I | 1.7962 |
TBILL 02.22.17 | I | 1.8604 | I | 1.7758 |
TBILL 03.15.17 | I | 1.8313 | I | 1.7636 |
TBILL 04.05.17 | I | 1.8021 | I | 1.7513 |
TBILL 05.03.17 | I | 1.7633 | I | 1.7350 |
RTB 07-01 | D | 2.0645 | D | 1.8614 |
FXTN 10-43 | I | 1.9965 | I | 1.8328 |
FXTN 07-49 | I | 1.8091 | I | 1.7542 |
FXTN 20-01 | I | 1.7758 | I | 1.7403 |
FXTN 03-21 | I | 1.7369 | I | 1.7240 |
FXTN 05-70 | I | 1.7613 | I | 1.7598 |
RTB 07-02 | I | 1.8361 | I | 1.8325 |
FXTN 10-44 | I | 1.8428 | I | 1.8389 |
FXTN 07-50 | I | 1.9526 | I | 1.9454 |
FXTN 05-71 | I | 1.9709 | I | 1.9632 |
FXTN 10-45 | D | 2.3620 | D | 2.3424 |
FXTN 05-72 | D | 2.3620 | D | 2.3424 |
FXTN 07-51 | I | 2.4757 | I | 2.4587 |
FXTN 10-47 | I | 2.6984 | I | 2.6864 |
The PDS data platforms have been updated to reflect these changes.
For your guidance and information.