Please be advised that following a number of queries from market participants, ASX Benchmarks has reviewed the 1 month BBSW rate and can confirm that the rate was calculated in accordance with the BBSW Methodology. ASX Benchmarks reviewed and confirmed the transaction details for the underlying eligible trades.
The 1 month rate was set at 1.9106% using the VWAP layer of the waterfall methodology.
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Peter Bath, Senior Pricing Manager