This month, we added a total of 765 instruments.

A significant portion of this update was focused on expanding our Money Markets package, which now includes 15 additional currencies and 22 new curves. Among the additions are Swiss Franc deposits for Japanese banks and offshore Chinese Yuan deposits.
Furthermore, new records include the Taiwanese Dollar Zero Coupon curve and the Euro Annual Bond vs. 3M EURIBOR LCH/EUREX CCP basis curve.

In accordance with our projected removal schedule, we have decommissioned Chinese Yuan and Hong Kong Dollar deposits, as well as Colombian Peso cross-currency swaps.

Changes will come into effect on Saturday 2nd November.

November Forecasted Removals:
  • GBP LIBOR Interest Rate Swaps.
  • CLP CAMERA Overnight Index Swaps.
  • EURIBOR Eurex cleared Interest Rate Swaps.

The removal of ZTIBOR records (as the desk are no longer pricing due to an inactive market), will now take place at the end of December 2024.

Click here to download the full activity log for October 2024 and the forecasted removal list.