FX & money market benchmarks
In 2016, Thomson Reuters acquired The World Markets Company’s WM/Reuters FX benchmark calculation business from State Street Corporation. Regarded as the industry standard for the valuation of global portfolios, the WM/Reuters FX service offers 155 Spot rates, 80 Forward rates and 11 NDF rates at fixed points throughout the day.
Two key interest rate benchmarks in Canada: the Canadian Dollar Offered Rate (CDOR) and the Canadian Overnight Repo Rate Average (CORRA).
Tokyo Swap Reference Rate - TSR
The global benchmark reflecting reference rates against 6M LIBOR and 6M TIBOR separately.
Vietnam Interbank Offered Rate - VNIBOR
Provides the average interest rate at which term deposits are offered between prime banks in the Vietnamese wholesale money market.