Quicklinks
Recalculation of PDST-R2 Reference Rates for 7 September 2017
Posted on: September 7, 2017
Please be advised that PDST-R2 Reference Rates have been amended to reflect the adjustment arising from error trades reported by participants.
From | To | |||
10Y | D | 4.5957 | D | 4.5967 |
FXTN 20-10 | I | 4.3872 | I | 4.3874 |
FXTN 20-11 | I | 4.4321 | I | 4.4325 |
FXTN 25-01 | I | 4.4416 | I | 4.4420 |
FXTN 20-12 | I | 4.4537 | I | 4.4542 |
RTB 10-05 | I | 4.5116 | I | 4.5123 |
RTB 15-01 | I | 4.5187 | I | 4.5195 |
FXTN 20-13 | I | 4.5301 | I | 4.5309 |
RTB 15-02 | I | 4.5501 | I | 4.5509 |
FXTN 10-61 | D | 4.5957 | D | 4.5967 |
FXTN 20-14 | D | 4.5957 | D | 4.5967 |
FXTN 20-15 | I | 4.6620 | I | 4.6629 |
FXTN 20-16 | I | 4.7411 | I | 4.7419 |
FXTN 25-02 | I | 4.7502 | I | 4.7509 |
FXTN 25-03 | I | 4.7769 | I | 4.7776 |
FXTN 20-17 | D | 4.7874 | D | 4.7922 |
FXTN 25-04 | I | 4.8139 | I | 4.8145 |
FXTN 20-18 | I | 4.8315 | I | 4.8321 |
RTB 20-01 | I | 4.8356 | I | 4.8362 |
FXTN 20-19 | I | 4.8665 | I | 4.8670 |
FXTN 25-05 | I | 4.8757 | I | 4.8762 |
FXTN 20-20 | I | 4.8922 | I | 4.8926 |
FXTN 25-06 | I | 4.9793 | I | 4.9796 |
FXTN 25-07 | I | 5.0276 | I | 5.0278 |
FXTN 25-08 | I | 5.0389 | I | 5.0391 |
FXTN 25-09 | I | 5.0812 | I | 5.0813 |
PDS data platforms have been updated to reflect these changes.
For your guidance and information.