Fixing yields for monthly cash settlement
Due to incorrect discount rate for STIBOR March and STIBOR June the reports for the Monthly Cash Settlement is incorrect for the Swedish FRA-contracts. The Exchange Notice, “Monthly fixing information –Fixed income (23/07)” shows correct information.
New reports will be created and will available to reload after instructions from Clearing & Exchange Operations.
For further information concerning this exchange notice, please contact Clearing & Exchange Operations,
telephone + 46 8 405 73 60.
