In July, we implemented 540 changes, affecting primarily two product classes, Interest Rate Derivatives and Money Markets. Spanning across 18 different currencies, including Euros, Great British Pound, US Dollar and Canadian Dollar.

A large part of this month’s update included growing our Repos coverage by adding 361 new instruments, covering 14 new curves. This includes but not limited to Government Bond Repo and Denominated Corporate Bond Repo.

In efforts to maintain relevance and high data quality, we have removed several Taiwanese Dollar records due to the cessation of LIBOR and the discontinuation of desk pricing.

Changes will come into effect on Saturday 3rd August 2024.

Click here to download the full activity log for July 2024.

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