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Thomson Reuters Benchmark Services Limited (TRBSL), an approved benchmark provider by the FCA under ESMA’s European benchmark regulation, is the official administrator and calculator of the WM/Reuters London 4pm Closing Spot Rate. Other WM/Reuters rates are calculated and administered by Thomson Reuters. WM/Reuters delivers the industry’s broadest coverage, with both intraday and closing fixes for spot rates, forward contracts and NDFs.

For more than 20 years, WM/Reuters FX rates have served as fully independent, objective, unbiased sources for FX data. The published and transparent calculation methodology is fully aligned with the IOSCO Principles for Financial Benchmarks. Designed to bring greater transparency to pricing in the FX market, WM/Reuters rates are built with data sourced directly from market transactions, applying multiple validation techniques on captured and calculated rates to result in accurate spot rates for each fix throughout the day.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 722 FX rates and 2255 cross rates.

Some of the data items available include:

  • Base Currency Code, Database Domain Code, Database Source, Database Symbol, Date of Portfolio, Description, Forward Days (One Currency Details Option), Forward Rates (spot, overnight, ask, bid, mid, points, monthly, yearly), FX Ask Rate, FX Bid Rate, FX Mid Rate, Instrument Type, Inversion Flag, Last Price Date, Years Rate, Series Value, Spot Rate, Tenor, etc.

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.

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