Announcements


Recalculation of PDST-R2 Reference Rates, 27 August 2015

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

From To
FXTN 10-54 3.5942 3.5938
FXTN 10-55 3.6633 3.6632

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

For your guidance and information.

Recalculation of PDST-R2 Reference Rates, 12 August 2015

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

Security From To
3Y 2.9381 2.9303
RTB 07-02 3.0743 3.0742
FXTN 10-44 3.0728 3.0726
FXTN 07-50 3.0477 3.0461
FXTN 05-71 3.0435 3.0417
FXTN 05-72 2.9381 2.9303
FXTN 07-51 2.9489 2.9412
FXTN 10-47 3.152 3.1463

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

For your guidance and information.

Correction of the PDST-R2 for 3Y and Six (6) Government Securities for 11 August 2015

ATTENTION: FI Trading Participants

Re: Correction of the PDST-R2 for 3Y and Six (6) Government Securities for 11 August 2015

Please be advised of the following revisions to the PDST-R2:

TENOR/
SECURITY
PREVIOUS CORRECTED DIFFERENCE
3Y 2.9271 2.9220 -0.0051
RTB 07-02 2.6225 2.6224 -0.0001
FXTN 10-44 2.6259 2.6257 -0.0002
FXTN 07-50 2.6820 2.6810 -0.0010
FXTN 05-72 2.9271 2.9220 -0.0051
FXTN 07-51 2.9403 2.9353 -0.0050
FXTN 10-47 3.1466 3.1429 -0.0037

These corrections result from the exclusion of a trade with an erroneous yield discovered after the computation and publication of today’s PDST-R2. The trade details are as follows: (more)