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.
TRYFIX Methodology Consultation
For the attention of TRYFIX (Turkish Lira Interest Rate benchmark) users: download the review document.