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Recalculation of PDST-R1 Reference Rates for 23 MAY 2018
Posted on: May 23, 2018
Please be advised that PDST-R1 Reference Rates have been amended to reflect the adjustment arising from an error trades reported by participants.
From | To | |||
2Y | D | 4.3492 | D | 4.3476 |
FXTN 07-54 | I | 4.1956 | I | 4.1953 |
FXTN 07-55 | I | 4.2164 | I | 4.2159 |
FXTN 07-56 | D | 4.3492 | D | 4.3476 |
FXTN 03-22 | D | 4.3492 | D | 4.3476 |
FXTN 10-50 | D | 4.3492 | D | 4.3476 |
RTB 03-08 | D | 4.3492 | D | 4.3476 |
RTB 10-01 | I | 4.4408 | I | 4.4396 |
FXTN 10-51 | I | 4.4703 | I | 4.4692 |
PDS data platforms have been updated to reflect these changes.
For your guidance and information.