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.
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:
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