This month we have added additional tenors and external mappings for our FX MENA records, including the expansion of our US Dollar/Egyptian Pound non Deliverable FX Forward swap curve. We have also added 3 new curves covering Hungarian Forint, Czech Koruna and Polish Zloty incremental meeting dates.

As per our forecasted removal list we have removed EUR Inflation and HKD Cross Currency Swaps.

Changes will come into effect on Saturday 28th September.

October Forecasted Removals:

In October, we anticipate the following changes.

  • The removal of Chinese Yuan and Hong Kong Dollar Deposits from Interest Rate Swaps package to the Money Markets Deposits package.
  • The removal of ZTIBOR records (as the desk are no longer pricing due to an inactive market), will now take place at the end of December 2024.

Click here to download the full activity log for September 2024 and the forecasted removal list.