This month we made 1,770 updates, with a focus on our Interest Rate Derivatives, FX & Money Markets packages.

Key enhancements include the addition of the Mexican Peso (MXN), Indonesian Rupiah (IDR), and Scandinavian Deposits. Our Cross Currency Swap package has been expanded to include: MXN FTIIE vs. SOFR curve, IDR Semi Money vs. SOFR curve, PHP Quarterly Money vs. SOFR curve.

To refine our FEX product package, we have moved records into more suitable package codes and introduced Indonesian Rupiah Non-Deliverables.

Additionally, in response to the enhanced PESO Interest Rate Swap, a Philippine Peso Overnight Reverse Repurchase Rate curve has also been added.

Changes will come into effect on Saturday 1st February 2025.

February 2025 Forecasted Removals:
  • 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 as part of an overall FEX package refinement effort.

In line with the forecasted removal list, the following curves have been removed, including ZTIBOR records and TRY FX Forward Swaps.

Download Activity Log

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

"*" indicates required fields

This field is for validation purposes and should be left unchanged.
Are you looking for market data solutions to support your execution and analytics strategies?*
Consent*
This field is hidden when viewing the form