Changes:
To make our data handling more consistent, SOFR.X and EFFR.X will now reflect the trade date and history date for the business day they represent. This will result in changes in the historical data for these symbols, essentially shifting the values backwards 1 day.
This change will be effective as of 8:00 a.m. CT, February 4, 2023.
New Symbols:
Indexes:
The below symbols/descriptions are added as part of this same release:
|
Symbol |
Description |
|
EFFR01.X |
FED FUNDS RATE 1ST PERCENT |
|
EFFR25.X |
FED FUNDS RATE 25TH PCT |
|
EFFR75.X |
FED FUNDS RATE 75TH PCT |
|
EFFR99.X |
FED FUNDS RATE 99TH PCT |
|
SOFR01.X |
OVERNIGHT FINANCE RATE 1ST PCT |
|
SOFR25.X |
OVERNIGHT FINANCE RATE 25TH PCT |
|
SOFR75.X |
OVERNIGHT FINANCE RATE 75TH PCT |
|
SOFR99.X |
OVERNIGHT FINANCE RATE 99TH PCT |
|
SOFRI.X |
OVERNIGHT FINANCE RATE INDEX |
|
SOFRA30.X |
OVERNIGHT FINANCE RATE 30 DAY |
|
SOFRA90.X |
OVERNIGHT FINANCE RATE 90 DAY |
|
SOFRA180.X |
OVERNIGHT FINANCE RATE 180 DAY |
|
IUDSOIA.X |
RATE-BANK OF ENGLAND |
|
IUDZLS6.X |
RATE 10TH PCT-BANK OF ENGLAND |
|
IUDZLS7.X |
RATE 25TH PCT-BANK OF ENGLAND |
|
IUDZLS8.X |
RATE 75TH PCT-BANK OF ENGLAND |
|
IUDZLS9.X |
RATE 90TH PCT-BANK OF ENGLAND |
|
IUDZLT2.X |
NOMINAL VALUE-BANK OF ENGLAND |
|
IUDZOS2.X |
COMPOUNDED INDEX-BANK OF ENGLAND |
DTN Calculated Strips
We will be adding symbols for ICEEC Calculated strips for:
- Brent Crude Oil – EB
- NYH (RBOB) Gasoline- IRB
- Heating Oil- IHO
- Low Sulphur Gas Oil – GAS