This month we made over 150 additions, including key enhancements:

– Extended ESTR OIS curve
– Updated ZARONIA OIS curve
– ZARONIA vs SOFR currency basis swaps
– ZARONIA vs ESTR currency basis swaps

Changes will come into effect on Monday, June 1, 2026.

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

– ILS TELIBOR/SOFR cross currency swaps

The June 2026 forecasted removals are:

– 6M SOR IRO
– Long date IRO expiries for KRW & TWD
– Singapore Mogas 97 unleaded vs Singapore Mogas 92 unleaded
– AED, ARS, CNY & SAR FX vols

Download the full product update log for May 2026 here.