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Recalculation of PDST-R2 Reference Rates for 26 April 2018
Posted on: April 26, 2018
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 | D | 4.5962 | D | 4.5960 |
RTB 10-01 | I | 4.3921 | I | 4.3920 |
FXTN 05-73 | I | 4.3929 | I | 4.3928 |
FXTN 10-51 | I | 4.4149 | I | 4.4148 |
FXTN 10-52 | D | 4.5962 | D | 4.5960 |
FXTN 03-23 | D | 4.5962 | D | 4.5960 |
RTB 10-02 | D | 4.5962 | D | 4.5960 |
FXTN 07-57 | D | 4.5962 | D | 4.5960 |
FXTN 10-53 | I | 4.5977 | I | 4.5974 |
RTB 10-03 | I | 4.8536 | I | 4.8535 |
PDS data platforms have been updated to reflect these changes.
For your guidance and information.