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Recalculation of PDST-R1 Reference Rates for 8 February 2018
Posted on: February 8, 2018
Please be advised that PDST-R1 Reference Rates have been amended to reflect the adjustment arising from error trades reported by participants.
From | To | |||
5Y | D | 4.9115 | D | 4.9118 |
FXTN 10-56 | I | 4.7874 | I | 4.7876 |
FXTN 10-57 | D | 4.9115 | D | 4.9118 |
FXTN 20-03 | D | 4.9115 | D | 4.9118 |
RTB 05-11 | D | 4.9115 | D | 4.9118 |
FXTN 10-58 | D | 4.9115 | D | 4.9118 |
FXTN 20-04 | I | 4.9287 | I | 4.9290 |
FXTN 07-58 | I | 5.0319 | I | 5.0322 |
FXTN 20-05 | I | 5.0973 | I | 5.0976 |
RTB 10-04 | I | 5.2316 | I | 5.2318 |
FXTN 20-06 | I | 5.3503 | I | 5.3506 |
FXTN 07-59 | I | 5.6601 | I | 5.6603 |
FXTN 20-07 | I | 5.7359 | I | 5.7360 |
FXTN 20-08 | I | 5.8443 | I | 5.8444 |
PDS data platforms have been updated to reflect these changes.
For your guidance and information.