New Symbols

DRI symbols added

Brief Summary

LIM has added DRI symbols FCN25_AND_YY and UKSWAP2Y_10YM.

FCN25_AND_YY is based on the non-weighted average of the bid yields for all Treasury fixed-coupon securities with remaining terms to maturity of 25 years and over. The series is the result of the Federal Reserve decision to add a 25+ year constant maturity yield to the weekly H.15, selected interest rates, release.
UKSWAP2Y_10YM is a new series that represents average of bid/ask and is replacing UKSWAP2Y_10YB, which is no longer reported.

Update Frequency

FCN25_AND_YY is updated on a daily basis, sent out intraday after it is received from DRI. History begins on 02/19/2002.
UKSWAP2Y_10YM is updated on a daily basis, sent out intraday after it is received from DRI. History begins on 04/30/1996.

Path

TopLevel-->MonetaryIndicators-->DRIFacs-->DRIFacs-->DRIFacs_N.Amer-->USA_F-->USA_GovMkt-->USA_YieldCurve-->USA_YCFedRes

TopLevel-->MonetaryIndicators-->DRIFacs-->DRIFacs_W.Eur-->GBR_F-->GBR_MoneyMkt-->GBR_Int_Rate-->GBR_SwapRate-->GBR_Swaption-->GBR_Swaption_2Y

Symbols

Xmim Symbol	Description
FCN25_AND_YY	Government Issue Constant Maturity, Treasury Long-term Average, 25+ Yr Rs (h.15) United States
UKSWAP2Y_10YM	Implied Volatility Swaption 2 Year Option On 10 Year British Pound Inte Rest Rate Swap - Midpoint

For more information please visit the DRI-WEFA website at http://www.dri-wefa.com/media/