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Index Rules Amendments (SGI Bond)

6

APR
2020

The Index Rules of the SGI Bond family have been amended to reflect the addition of fallback tickers in the curve stripping methodology, in case the tickers from the default source are unavailable on a given date. In addition, the fixing time for the JPY indices has been moved to 15pm Tokyo time, in order to benefit from a better liquidity as this corresponds to the fixing time for JPY swaptions.