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Discontinued Data: China - CNY QB interest rate swaps
Monday, 18 Nov 2019 13:54 ET
By Megan Hilaman
Summary
November 2019 -- Chinese renminbi interest rate swaps which follow the Quarterly Bond Base (QB) have been terminated by the source (116 monthly series 2006 to 2018, discontinued).
Detail

In a direct communication, the source explained:

Effective 26th Nov 2018, legacy CNY Interest Rate Swap RICs using Quarterly Bond bases in the RIC structure and their associated delayed RICs and tiles will be removed from the product.

As we are not receiving active contributions from the participant banks on the Quarterly Bond Base (QB) convention RICs, the super RICs have gone stale and need to be removed from the product. Clients can alternatively refer to the Quarterly Money Base (QM) convention RICs found under tile.

The series reside in the historical catalog:

Corresponding series that use the Quarterly Money Base (QM) remain active.

Please be aware that

The underlying data from aggregator Thomson Reuters are daily, but we compute monthly averages. Use is restricted, as indicated by the "source" metadata; contact your Moody's Analytics sales representative for specific provisions.

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Related ReleaseFinancial Indicators
SourceRefinitiv
FrequencyMonthly
GeographyUnited States
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