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Thomson Reuters-WMFX (Cross Rates, Spots, Forwards)

In 2016, Thomson Reuters acquired The World Markets Company’s WM/Reuters FX benchmark calculation business from State Street Corporation. For more than 20 years, WM/Reuters FX rates have served as fully independent, objective, unbiased sources for FX data (forward and spot prices covering 150+ currencies). WM/Reuters delivers broad coverage, with both intraday and closing fixes for spot rates, forward contracts and NDFs.

WM/Reuters benchmark rates are spot and forward foreign exchange rates that are used as standard rates for portfolio valuation and performance measurement. The WM/Reuters benchmark rates are provided by State Street subsidiary the WM Company and Thomson Reuters. The WM/Reuters Closing Spot Rate service was introduced in 1994 to prove standard forex rates that would enable portfolio valuations to be compared more accurately against each other and financial benchmarks, without having to account for currency differentials.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 715 currencies, including:

  • Thomson Reuters Matching trade and order data was added into the calculation of the EUR, JPY, CHF and RUB. WM/Reuters FX benchmarks were extended to cover the Tokyo Fix for 24 currencies against JPY, USD, GBP and EUR. Other currencies include Dirham/Australian Dollar, Uae Dirham/Azerbaijanian manat, etc.

Some of the data items available include:

  • Current items: Date, Base Currency, Description, and Inversion Flag.
  • Portfolio items: Forward Days, Forward Rate, Forward Rate Type, and Forward Tenor (One Currency Details Option), Non-Deliverable Forward Rates, Series Value, Spot Ask Rates, Spot Bid Rate, Tenor etc.
  • Historical items: Forward (time period) Ask Rate, Ask Rate (Points), Bid Rate, Bid Rate (Points), Mid Rate, Mid Rate (Points), Years Rate, Years Rate (Points), FX Ask Rate, FX Bid Rate, FX Mid Rate, FX Rate.







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