This month we added 272 instruments, with a focus on our Interest Rates and FX packages.

Key additions include CNH, HKD, JPY, NZD, SGD and THB Forward swaps as well as AUD Bank Bills.

Changes will come into effect on Friday, 27th June 2025.

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

  • JPY Forward Rate Agreement
  • CAMARA Cross Currency swap spreads
  • CAMARA Vs SOFR Currency basis
  • JPY Semi bond Interest Rate Swaps
  • USD Treasury spreads
  • SARON LCH/Eurex Basis
  • EUR, DKK and SEK Inflation Swaps
  • Desk-driven LIBOR records

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