This month we made 563 updates, with a focus on our Interest Rate Derivatives and FX packages.

Key enhancements include a new ZARONIA OIS curve, a new EURO Gadget curve, and a new NOK OIBOR basis swap.

Our Interest Rate Swap package now includes a TWD Quarterly Money 3 Month TAIBOR curve and NZD Semi Money Vs 6 Month Bank Bill curve. To refine our FX product package, we have moved records into more suitable package codes, and introduced both a Hong Kong Dollar FX Forward Swap and Hong Kong Dollar FX Forward Spread.

Changes will come into effect on Friday 28th February 2025.

March 2025 Forecasted Removals:

In line with the forecasted removal list, the following curves have been removed:

  • DKK Overnight Index Swaps
  • HKD Deposits
  • ILS Forward Rate Agreement
  • CLF Overnight Index Swaps
  • AUD Forwards
  • CNY, EUR, and GBP curves removed from specific TPCs

Download Activity Log

Complete this form to download the full activity log for February 2025, and the forecasted March 2025 removal list.

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