Financial benchmarks

The administrator of more than 70 key rates, calculating and publishing more than 350 OTC benchmarks across all major asset classes.

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FX & money market benchmarks

Thomson Reuters administers the major market FX benchmarks that lie at the heart of the global financial system. We also publish more than 100 other FX spot rates and FX volatility fixings.

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.

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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). 

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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=>

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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. 

Financial benchmarks

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