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Recalculation of PDST-R2 Reference Rates for 27 September 2016
Posted on: September 27, 2016
Please be advised of the corrected PDST-R2 Reference Rates.
From | To | |||
Tag | Rate | Tag | Rate | |
7Y | D | 3.4365 | D | 3.4492 |
RTB 10-03 | I | 3.6196 | I | 3.6199 |
FXTN 10-55 | I | 3.6105 | I | 3.6115 |
FXTN 10-54 | I | 3.5961 | I | 3.5980 |
FXTN 20-02 | I | 3.5821 | I | 3.5850 |
FXTN 10-56 | I | 3.5457 | I | 3.5511 |
FXTN 10-57 | I | 3.5349 | I | 3.5410 |
FXTN 20-03 | I | 3.5261 | I | 3.5328 |
FXTN 10-58 | I | 3.5132 | I | 3.5207 |
FXTN 20-04 | I | 3.4936 | I | 3.5024 |
FXTN 07-58 | D | 3.4365 | D | 3.4492 |
FXTN 20-05 | D | 3.4365 | D | 3.4492 |
RTB 10-04 | D | 3.4365 | D | 3.4492 |
FXTN 20-06 | I | 3.4405 | I | 3.4529 |
FXTN 20-07 | I | 3.4777 | I | 3.4876 |
FXTN 20-08 | I | 3.4882 | I | 3.4973 |
FXTN 10-59 | I | 3.4907 | I | 3.4997 |
FXTN 20-09 | I | 3.5045 | I | 3.5125 |
FXTN 20-10 | I | 3.5301 | I | 3.5363 |
FXTN 20-11 | I | 3.5616 | I | 3.5655 |
FXTN 25-01 | I | 3.5682 | I | 3.5717 |
FXTN 20-12 | I | 3.5767 | I | 3.5796 |
The data was updated to exclude corrective trades of error trades.
For your guidance and information.