Monthly fixing information – Correction 42/13
Post# of 301275
Posted On: 10/08/2013 8:31:25 AM
Monthly fixing information – Correction 42/13
Fixing yields for monthly cash settlement
The STIBOR and NIBOR discounting values were incorrect in the monthly Mark to Market calculated 2013-10-01.
| Incorrect fixing value set 2013-10-01 | Correct fixing value | |
| NIBX | 1,669 | 1,659 |
| NIBO | 1,792 | 1,790 |
| NIBR | 1,905 | 1,902 |
| NIBU | 2,187 | 1,994 |
| STIBX | 1,186 | 1,175 |
| STIBO | 1,308 | 1,291 |
| STIBR | 1,308 | 1,308 |
| STIBU | 1,677 | 1,308 |
We are currently recalculating settlement and recreating reports. We will contact each affected member with specific information before corrections are processed.
For further information concerning this exchange notice please contact Clearing Operations, telephone +46 8 405 68 80, or clearing@nasdaqomx.com.
(0)
(0)