FX & money market benchmarks
WM/Reuters FX 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.
Canadian Interest Rate Benchmarks
Two key interest rate benchmarks in Canada: the Canadian Dollar Offered Rate (CDOR) and the Canadian Overnight Repo Rate Average (CORRA).
Emirates Interbank Offered Rate – EIBOR
We are the official calculation agent and distributor of EIBOR, the Emirate Interbank Offered Rate, to which a panel of 8 banks contribute.
EIBOR on Eikon – The rates can be access on pages <EBOR> & <EIBOR=>
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.