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Recalculation of PDST-R1 Reference Rates for 16 January 2018
Posted on: January 16, 2018
Please be advised that PDST-R1 Reference Rates have been amended to reflect the adjustment arising from an error trade reported by participants.
From | To | |||
3Y | D | 4.1619 | D | 4.1617 |
RTB 10-01 | D | 4.1619 | D | 4.1617 |
FXTN 05-73 | D | 4.1619 | D | 4.1617 |
FXTN 10-51 | D | 4.1619 | D | 4.1617 |
FXTN 10-52 | D | 4.1619 | D | 4.1617 |
RTB 10-02 | I | 4.2419 | I | 4.2416 |
FXTN 07-57 | I | 4.2721 | I | 4.2718 |
FXTN 10-53 | I | 4.3414 | I | 4.3412 |
PDS data platforms have been updated to reflect these changes.
For your guidance and information.