This month we made 505 changes, with a focus on our Interest Rates package.

Key enhancements this month include the addition of:

  • JPY Discount factor OIS
  • ILS Single Period Swaps

Changes will come into effect on Monday, 29th September 2025.

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

  • COP OIS
  • THB Interest Rate Options
  • A clean up of our Israeli Shekel package

October 2025 forecasted removals:

  • Long end of the USD CPI Zero coupon curve

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