Quicklinks
Recalculation of PDST-R2 Reference Rates for 3 May 2017
Posted on: May 3, 2017
Please be advised that PDST-R2 Reference Rates have been amended to reflect the adjustment arising from an error trade reported by participants.
From | To | |||
3Y | D | 4.0183 | D | 4.0179 |
FXTN 07-54 | I | 4.3976 | I | 4.3975 |
FXTN 07-55 | I | 4.3427 | I | 4.3426 |
FXTN 07-56 | D | 4.0183 | D | 4.0179 |
FXTN 03-22 | D | 4.0183 | D | 4.0179 |
FXTN 10-50 | D | 4.0183 | D | 4.0179 |
RTB 03-08 | D | 4.0183 | D | 4.0179 |
RTB 10-01 | I | 4.2342 | I | 4.2339 |
FXTN 10-51 | I | 4.2907 | I | 4.2904 |
PDS data platforms have been updated to reflect these changes.
For your guidance and information.