This month we made 304 updates, with a primary focus on expanding our Interest Rates packages.

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.

January 2025 Forecasted Removals:

Due to an internal change freeze in December, the next scheduled update will occur at the end of January. This release will include:

  • TRY FX Forward Swaps
  • ZTIBOR records will be removed at the end of January 2025, as the desk has ceased pricing due to inactive market conditions.

Click here to download the full activity log for November 2024 and the forecasted January 2025 removal list.