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Recalculation of PDST-R2 Reference Rates for 23 MAY 2018
Posted on: May 23, 2018
Please be advised that PDST-R2 Reference Rates have been amended to reflect the adjustment arising from an error trades reported by participants.
From | To | |||
2Y | D | 4.3069 | D | 4.3016 |
FXTN 07-55 | I | 4.2015 | I | 4.2001 |
FXTN 07-56 | D | 4.3069 | D | 4.3016 |
FXTN 03-22 | D | 4.3069 | D | 4.3016 |
FXTN 10-50 | D | 4.3069 | D | 4.3016 |
RTB 03-08 | D | 4.3069 | D | 4.3016 |
RTB 10-01 | I | 4.4047 | I | 4.4007 |
FXTN 10-51 | I | 4.4362 | I | 4.4326 |
PDS data platforms have been updated to reflect these changes.
For your guidance and information.