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Recalculation of PDST-R2 Reference Rates for 9 March 2018
Posted on: March 9, 2018
Please be advised that PDST-R2 Reference Rates have been amended to reflect the adjustment arising from an error trade reported by participants.
From | To | |||
1Y | I | 3.6609 | I | 3.6629 |
2Y | D | 4.3269 | D | 4.3328 |
TBILL 10.10.18 | I | 3.3977 | I | 3.3982 |
TBILL 11.14.18 | I | 3.4603 | I | 3.4612 |
TBILL 01.30.19 | I | 3.5982 | I | 3.5999 |
TBILL 02.13.19 | I | 3.6233 | I | 3.6251 |
FXTN 10-47 | I | 3.4711 | I | 3.4720 |
FXTN 10-48 | I | 3.6340 | I | 3.6359 |
FXTN 07-53 | I | 3.7522 | I | 3.7547 |
FXTN 07-54 | I | 3.9026 | I | 3.9060 |
FXTN 07-55 | I | 3.9778 | I | 3.9816 |
FXTN 07-56 | D | 4.3269 | D | 4.3328 |
FXTN 03-22 | D | 4.3269 | D | 4.3328 |
FXTN 10-50 | D | 4.3269 | D | 4.3328 |
RTB 10-01 | I | 4.7081 | I | 4.7114 |
PDS data platforms have been updated to reflect these changes.
For your guidance and information.