Announcements


Recalculation of PDST-R2 Reference Rates, 29 June 2015

Please be advised of the corrected PDST-R2 Reference Rates:

Security From To
FXTN 25-04 4.2161 4.1659
FXTN 20-18 4.2952 4.1667
RTB 20-01 4.3136 4.1681
FXTN 20-19 4.2375 4.1713
FXTN 25-05 4.2146 4.1723

The PDS data platforms have been updated to reflect these changes.

For your guidance and information.

Recalculation of PDST-R1 Reference Rates, 29 June 2015

Please be advised of the corrected PDST-R1 Reference Rates:

Security From To
FXTN 25-04 4.2132 4.1637
FXTN 20-18 4.2917 4.1660
RTB 20-01 4.3100 4.1666
FXTN 20-19 4.2358 4.1706
FXTN 25-05 4.2136 4.1719

The PDS data platforms have been updated to reflect these changes.

For your guidance and information.

Recalculation of PDST-R2 Reference Rates

Please be advised of the corrected PDST-R2 Reference Rates:
Benchmark Tenor/Security From To
20Y 4.4395 4.4330
FXTN 25-04 4.1486 4.1488
FXTN 20-18 4.1518 4.1524
RTB 20-01 4.1526 4.1532
FXTN 20-19 4.1581 4.1594
FXTN 25-05 4.1598 4.1612
FXTN 20-20 4.1628 4.1645
FXTN 25-07 4.4634 4.4641
FXTN 25-08 4.4884 4.4891
FXTN 25-09 4.5822 4.5826
FXTN 25-10 4.6867 4.6868

 

 

 

 

 

 

 

 

For your guidance and information.