For more than 20 years, WM/Reuters FX rates have served as fully independent, objective, and unbiased sources for FX data. Refinitiv pledges to ensure that the benchmarks remain trusted and fundamental components of market infrastructure – and are continually enhanced as market needs change.
The transparent calculation methodology is fully aligned with the IOSCO Principles for Financial Benchmarks. The WM/Reuters 4pm rates are administered by Refinitiv Benchmark Services Limited, authorized as a Benchmark Administrator under EU BMR.
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.
Refinitiv is the administrator of more than 30 key rates and calculation agent for over 40 critical national and regional interest rates and FX benchmarks in 12 different countries, such as Singapore, Hong Kong and Russia.
Key Features and Coverage on RIMES
For this data source, RIMES hosts approximately 725 currencies.
Of note, Refinitiv 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 Currency Items – Base Currency Code, Inversion Flag, Last Price Date, Non-Deliverable Forward Rates, etc.
- Currency Portfolio Items – Date of Portfolio, Forward Days (One Currency Details Option), Instrument Type, Series Value, Tenor, etc.
- Historical Currency Items – Exchange Rate, Five Year Non-Deliverable Forward Rates, Forward Five Year Rates, Forward Five Years Rates , Forward Nine Months Rates, Forward One Month Rates, Forward One Year Rates, Forward Overnight Rates, Forward Six Months Rates, Forward Spot Week Rates , Forward Three Months Rates, Forward Tomorrow Next Rates, Forward Two Months Rates, Forward Two Years Rates, FX Rates, Nine Month Non-Deliverable Forward , One Month Non-Deliverable Forward , One Week Non-Deliverable Forward , One Year Non-Deliverable Forward , Overnight Non-Deliverable Forward Rates, Spot Rates, Three Month Non-Deliverable Forward Rates, Tomorrow Night Non-Deliverable Rates, Two Month Non-Deliverable Forward Rates, etc.
Our Managed Data Services
- Working with 500+ data and 1500 data sets
- Superior data quality and accuracy
- 75,000 index, price & reference data feeds delivered daily
- Fully managed, validated and system-ready feeds
- Data delivered via API or file format for operational or analytical users
- Increase business agility and scalability
- Faster time to quality & market
- Global expert 24/7 support
Looking for specific data?
Get in touch. We can source specific data, just for you.