This month we made 365 updates, with a focus on our Interest Rates, IRO, and FX packages.

Key additions include an analytically driven COP and CLP Overnight Index Swap. To refine our FX product package, we have moved records into more suitable package codes, including PLN Forwards.

Changes will come into effect on Friday, 30th May 2025.

June 2025 Forecasted Removals:
  • 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

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

  • MXN TIIE 1 Month Bond Interest Rate Swaps
  • JPY LIBOR Interest Rate Options
  • COP Overnight Index Swap
  • CAMARA Overnight Index Swap
  • SEK, DKK, Italy and Spanish Inflation curves

Download Activity Log

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

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