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Recalculation of PDST-R1 Reference Rates for 21 February 2018
Posted on: February 21, 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 | |||
20Y | D | 6.3634 | D | 6.3842 |
FXTN 20-15 | I | 6.8400 | I | 6.8416 |
FXTN 20-16 | I | 6.7637 | I | 6.7684 |
FXTN 25-02 | I | 6.7549 | I | 6.7600 |
FXTN 25-03 | I | 6.7292 | I | 6.7353 |
FXTN 25-04 | I | 6.6935 | I | 6.7010 |
FXTN 20-18 | I | 6.6765 | I | 6.6847 |
RTB 20-01 | I | 6.6725 | I | 6.6809 |
FXTN 20-19 | I | 6.6428 | I | 6.6524 |
FXTN 25-05 | I | 6.6339 | I | 6.6438 |
FXTN 25-06 | I | 6.5339 | I | 6.5479 |
FXTN 25-07 | I | 6.4874 | I | 6.5032 |
FXTN 25-08 | I | 6.4765 | I | 6.4928 |
FXTN 25-09 | I | 6.4357 | I | 6.4536 |
FXTN 20-21 | I | 6.4030 | I | 6.4223 |
FXTN 25-10 | I | 6.3903 | I | 6.4100 |
RTB 25-01 | D | 6.3634 | D | 6.3842 |
FXTN 20-22 | D | 6.3634 | D | 6.3842 |
PDS data platforms have been updated to reflect these changes.
For your guidance and information.