In order to study local structure in Pd42.5Ni7.5Cu30P20 excellent bulk metallic glass-former, an anomalous x-ray scattering (AXS) experiment was performed at energies close to the Pd, Ni and Cu K absorption edges together with the reference Pd40Ni40P20 and Pd40Cu40P20 glasses at the beamline BM02 of the ESRF. The differential structure factors, ΔiS(Q), were obtained with a good statistical quality. A small shoulder observed at about 19 nm-1 in S(Q) becomes prominent in ΔPdS(Q), indicating a Pd-Pd atomic correlation of 0.32 nm. This pre-shoulder was not observed in Pd40Ni40P20 bulk glass having a slightly worse critical-cooling-rate, but in Pd40Cu40P20 glass ribbon available by only ultrafast quenching. It is suggested that covalently bonded Pd-P-Pd connection with an almost right bond angle would be formed by replacing the Ni with the Cu atoms. From the obtaining differential pair distribution function around the Pd K edge, ΔPdg(r), the first peak position in Pd42.5Ni7.5Cu30P20 shows a longest atomic distance among the glasses and the width of the first peak is slightly narrower than that in Pd40Cu40P20. Thus, a more uniform atomic arrangement around Pd atoms with a loose packing, i.e., a longer and uniform Pd sublattice, is expected for Pd42.5Ni7.5Cu30P20 compared to the other two reference glasses.