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Recalculation of PDST-R1 Reference Rates for 7 September 2017
Posted on: September 7, 2017
Please be advised that PDST-R1 Reference Rates have been amended to reflect the adjustment arising from error trades reported by participants.
From | To | |||
10Y | D | 4.5962 | D | 4.5974 |
FXTN 20-10 | I | 4.3935 | I | 4.3938 |
FXTN 20-11 | I | 4.4371 | I | 4.4376 |
FXTN 25-01 | I | 4.4464 | I | 4.4469 |
FXTN 20-12 | I | 4.4582 | I | 4.4587 |
RTB 10-05 | I | 4.5145 | I | 4.5153 |
RTB 15-01 | I | 4.5214 | I | 4.5222 |
FXTN 20-13 | I | 4.5325 | I | 4.5334 |
RTB 15-02 | I | 4.5519 | I | 4.5528 |
FXTN 10-61 | D | 4.5962 | D | 4.5974 |
FXTN 20-14 | D | 4.5962 | D | 4.5974 |
FXTN 20-15 | I | 4.7081 | I | 4.7091 |
FXTN 20-16 | I | 4.8414 | I | 4.8423 |
FXTN 25-02 | I | 4.8568 | I | 4.8576 |
FXTN 25-03 | I | 4.9018 | I | 4.9026 |
FXTN 25-04 | I | 4.9642 | I | 4.9649 |
FXTN 20-18 | I | 4.9939 | I | 4.9946 |
RTB 20-01 | I | 5.0008 | I | 5.0015 |
FXTN 20-19 | I | 5.0528 | I | 5.0534 |
FXTN 25-05 | I | 5.0684 | I | 5.0690 |
FXTN 20-20 | I | 5.0961 | I | 5.0966 |
FXTN 25-06 | I | 5.2431 | I | 5.2434 |
FXTN 25-07 | I | 5.3245 | I | 5.3248 |
FXTN 25-08 | I | 5.3436 | I | 5.3438 |
FXTN 25-09 | I | 5.4149 | I | 5.4150 |
PDS data platforms have been updated to reflect these changes.
For your guidance and information.