Amendment of roll dates in Swaps Indices

16

SEP
2022

In light of the Mourning Day in the UK, 19 September 2022 is no longer a Calculation Date for the indices below. As a result, the roll date of the swaps has been moved to the preceding Calculation Date.

  • SGIXG05S
  • SGIXG10S
  • SGIXG20S
  • SGIXH05S
  • SGIXH10S
  • SGIXH20S
  • SGIXU05S
  • SGIXU07S
  • SGIXU10S
  • SGIXU15S
  • SGIXU20S
  • SGIXU30S