Please be informed that Thomson Reuters has discontinued publication of the following OIS rates, which have been stale since 24 October 2017:
| RIC |
| USD3WOIS= |
| USD2WOIS= |
| USDSWOIS= |
OIS rates are used by IHS Markit Index Administration Services (“IASâ€) to compute the discount factors used in the daily determination of the following UBS index families:
| Index family | Number of indices |
| UBS DH | 2 |
| UBS G10 | 5 |
| UBS LTA | 3 |
| UBS MBFX | 10 |
| UBS STARC | 6 |
| UBS V24 | 2 |
Use of stale rates has currently no impact on index levels.
As impact might increase overtime, IAS intends to start determining discount factors by interpolating remaining tenors (USONFFE=, USD1MOIS=, USD2MOIS=, USD3MOIS= and USD4MOIS=) from 30 November 2017 onwards.
Should you have any questions, please mail
support@markit.com.