News
Interest Rate Derivatives
Interest Rates & FX updates: June 2025
By Jessica Kalaria
11 Jun 2025
Market Data
Tradition extends lead as premier IDB for DV01 USD trades
By Ian Sams
10 Jun 2025
Energy & Commodities
Product launch: Gasoline End of Day (EOD) Singapore report
By Francesca Marrone
3 Jun 2025
Rising debt, rising volatility: navigating JGBs with high-frequency data
By Akshay Gupta
Key additions include, but are not limited to, the extension of our ESTR OIS and Mexican 1-day TIIE curves, as well as Australian Dollar FRAs and Hungarian Forint Basis Swaps. Additionally, we have updated our external mappings for the DKK, HUF and EUR Basis Swap curves, and moved our JPY LCH/JSCC cleared records into more suitable packages.
As per the forecasted removal list the following curves have been removed, including GBP LIBOR Interest Rate Swaps, EURIBOR Eurex-cleared Interest Rate Swaps, CLP CAMERA Overnight Index Swaps, and INR MIFOR Overnight Index Swaps.
Changes will come into effect on Saturday 30th November 2024.
Due to an internal change freeze in December, the next scheduled update will occur at the end of January. This release will include:
Click here to download the full activity log for November 2024 and the forecasted January 2025 removal list.