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Basis of Price and Interest Rate used for Finance Adjustments

Geschrieben

Basis of Price and Interest Rate used for Finance Adjustments

 

Old:

GFT quote 22:00 London time

 

New:

 

Australia 500: BBA AUD LIBOR Spot Next rate at 17:00 New York time

Austria 24: BBA LIBOR EUR Overnight rate at 17:00 New York time

Belgium 20: BBA LIBOR EUR Overnight rate at 17:00 New York time

Denmark 20: BBA DKK LIBOR Spot Next rate at 17:00 New York time

Finland 25: BBA LIBOR EUR Overnight rate at 17:00 New York time

France 250: BBA LIBOR EUR Overnight rate at 17:00 New York time

Germany 160: BBA LIBOR EUR Overnight rate at 17:00 New York time

Italy 40: BBA LIBOR EUR Overnight rate at 17:00 New York time

Netherlands All-Share: BBA LIBOR EUR Overnight rate at 17:00 New York time

Norway 25: NIBOR one week rate at 17:00 New York time

Portugal 20: BBA LIBOR EUR Overnight rate at 17:00 New York time

Spain 35: BBA LIBOR EUR Overnight rate at 17:00 New York time

Sweden 30: Stockholm Interbank Offer Tom/Next rate at 17:00 New York time

Switzerland 28: BBA CHF LIBOR Spot Next rate at 17:00 New York time

UK 350: BBA GBP LIBOR Overnight rate at 17:00 New York time

 

US SPX 500: BBA USD LIBOR Overnight rate at 17:00 New York time

US Tech 100: BBA USD LIBOR Overnight rate at 17:00 New York time

US Wall Street 30: BBA USD LIBOR Overnight rate at 17:00 New York time

 

 

 

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