Interest Rate Derivatives & FX Updates: April 2024

In April, we implemented a total of 359 updates across various asset classes.

Among these updates are 151 additions to our Interest Rate Derivative (IRD) product codes, specifically BASs, FRAs, IRSs, and OISs. These additions cover 7 different currencies across Europe and Asia.

A significant focus this month has been on refining the FX Forward Croatian Kuna (HRK) data following its addition to the Euro. This involved removing 208 instruments from to maintain data quality and relevance.

These efforts are part of our daily enhancement and maintenance projects, aimed at ensuring high-quality IRD and FX data.

These changes will come into effect on Saturday 27th April.

Click here to download the full activity log for April 2024.