Interest Rates & FX product updates: October 2025

Key enhancements this month include the addition of:

Changes will come into effect on Monday, 3rd November 2025.

In line with the forecasted removal list, the following curves have been removed:

November 2025 forecasted removals:

January 2026 forecasted removals

BGN FX records

Following the European Central Bank’s (ECB) historic decision and the formal approval by the Council of the European Union on July 8, 2025, Bulgaria has been officially confirmed to adopt the Euro as its national currency, effective January 1, 2026.
As a result, the Bulgarian lev (BGN) will be replaced by the Euro (EUR) in accordance with the ECB’s directive. In line with this transition, we will be removing all FX BGN records at the end of January 2026, as our record updates operate on a monthly cycle.
Please note that pricing activity for BGN instruments is expected to be minimal or inactive during January 2026. We therefore recommend switching off BGN instruments before January 1, 2026 to ensure a smooth transition.
Long dated IRO expiries (40-50 years)

In line with standard market conventions and in response to the limited liquidity in long-end IRO expiries, we will be discontinuing the 40–50 year tenors across all IRO currencies. This change will allow us to focus on providing more analytically robust and market-aligned data, ensuring the continued quality and reliability of our offerings.
The following currencies will be affected by this change:
AUD, CNH, CNY, JPYDTIBOR, ESTR, EURO, HKD, KRW, MYR, SGD, SOFR, SONIA, SORA, TONA, TWN.

Should you have any questions or require further clarification, please do not hesitate to contact us.

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