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Recalculation of PDST-R2 Reference Rates for 8 February 2018
Posted on: February 8, 2018
Please be advised that PDST-R2 Reference Rates have been amended to reflect the adjustment arising from error trades reported by participants.
From | To | |||
5Y | D | 4.9146 | D | 4.9149 |
FXTN 10-56 | I | 4.7894 | I | 4.7895 |
FXTN 10-57 | D | 4.9146 | D | 4.9149 |
FXTN 20-03 | D | 4.9146 | D | 4.9149 |
RTB 05-11 | D | 4.9146 | D | 4.9149 |
FXTN 10-58 | D | 4.9146 | D | 4.9149 |
FXTN 20-04 | I | 4.9318 | I | 4.9321 |
FXTN 20-05 | I | 5.1000 | I | 5.1003 |
RTB 10-04 | I | 5.2339 | I | 5.2342 |
FXTN 20-06 | I | 5.3524 | I | 5.3526 |
FXTN 07-59 | I | 5.6614 | I | 5.6615 |
FXTN 20-07 | I | 5.7370 | I | 5.7371 |
FXTN 20-08 | I | 5.8451 | I | 5.8452 |
PDS data platforms have been updated to reflect these changes.
For your guidance and information.