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Recalculation of PDST-R2 Reference Rates for 12 April 2017
Posted on: April 12, 2017
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 | |
3Y | 4.0852 | 4.0855 |
FXTN 07-53 | 4.4699 | 4.4700 |
FXTN 07-54 | 4.3794 | 4.3795 |
FXTN 07-55 | 4.3342 | 4.3343 |
FXTN 07-56 | 4.0852 | 4.0855 |
FXTN 03-22 | 4.0852 | 4.0855 |
FXTN 10-50 | 4.0852 | 4.0855 |
RTB 03-08 | 4.0852 | 4.0855 |
FXTN 10-51 | 4.1140 | 4.1141 |
PDS data platforms have been updated to reflect these changes.
For your guidance and information.