Reuters fx fixing rates

WM/Reuters 2 pm CET Fix: Key Attributes • 2 pm rates are independently administered, usi ng over 20 years experience of delivering objective and unbiased FX benchmark rates • Rates are calculated using the published WM/Reuters methodology and unique validation mechanism Below is a timeline on the scandal that has engulfed the largely unregulated $5.3 trillion-a-day foreign exchange market, the world’s biggest financial market and which is now subject to a Thomson Reuters Acquires WM/Reuters Foreign Exchange Benchmarks From State Street Corporation Press release from Thomson Reuters New York/London - Thomson Reuters today announced it has acquired WM/Reuters FX benchmark rate calculation business of The World Markets Company (WM) from State Street Corporation.

“WM/Reuters benchmark rates”. definition. WM/Reuters benchmark rates are also known as the 4 pm fix because these spot and forward foreign exchange rates are announced at 4 pm London time (GMT/BST) every working day. These are the rates used by businesses and investors to measure their performance and value their portfolio. The WM/Reuters benchmark rates are determined over a one-minute fix period, from 30 seconds before to 30 seconds after the time of the fix, which is generally 4 pm in London. During this one-minute window, bid and offer rates from the order matching system and actual trades executed are captured. See FX Fixings for foreign exchange rates. Bloomberg provides independent, reliable benchmark currency rates for important forex pairs multiple times per day.

For general questions and 11 AFMA/NZFMA Spot Rates - Hedge Settlement Fixing Rates AFMA/NZFMA Spot Rates NB: Page WMAU also gives WM/Reuters daily 10am and 4pm Australian Time, and 2pm New Zealand Time, New Zealand Financial Markets Association (NZFMA) reference rates. The option to view and download the WM/Reuters Rates is available. London – Thomson Reuters today launches the WM/Reuters 2pm CET benchmark, a new FX benchmark service designed for corporates looking to value, hedge and settle cross-border transactions. The Thomson Reuters 2pm CET benchmark offers a reliable, transaction-oriented alternative to the European Central Bank (ECB) 2:15pm CET reference rates. Document Title: WM/Reuters FX Benchmarks – Spot & Forward Rates Methodology Guide Document Version 9 23. Chapter 6 CROSS CALCULATIONS. 6.1 CROSSED SPOT RATES. For currencies where the market convention is for the spot date to be T+1, no adjustment is made and the calculation is performed as if both currencies are T+2.

13 Aug 2015 The interval within which the quotes for US dollar spot rates will be Head of foreign exchange at Thomson Reuters, Phil Weisberg said, 

Reuters London 4 pm fix. This fix was established in 1994 to serve as the functional equivalent of a closing price for the foreign exchange market, given that they  1 May 2017 The WMR Noon Rate will be determined at the same time of the day and is fixings will be available for public display via the Thomson Reuters We are able to execute in any currency pairs published by Thomson Reuters  As used in this methodology, the term "fixings" refers only to such Spot, Forward and NDF rates and not to any other rate, calculation or other information that may   the fixing rate and the price fluctuation around fixing. Keywords: foreign exchange markets, fixing, Tokyo fixing, WM/Reuters, efficient market, spikes. JEL: D43  Fixings. 67. Current list of all currency codes for spot rates. 68. Field names for quote lists. 70. In brief: foreign exchange and money markets. 71. Confidential iii   13 Aug 2015 The interval within which the quotes for US dollar spot rates will be Head of foreign exchange at Thomson Reuters, Phil Weisberg said, 

An FX “fixing” is a daily “snapshot” of an FX rate at a fixed time of day, measured and published by a neutral party. For example, the New York 12:30 PM EURUSD BFIX rate is a snapshot of the prevailing rate for exchanging Euro for US Dollar in the interbank currency markets during the 5-minute window leading up to 12:30PM (New York time) on a given day.

“WM/Reuters benchmark rates”. definition. WM/Reuters benchmark rates are also known as the 4 pm fix because these spot and forward foreign exchange rates are announced at 4 pm London time (GMT/BST) every working day. These are the rates used by businesses and investors to measure their performance and value their portfolio. The WM/Reuters benchmark rates are determined over a one-minute fix period, from 30 seconds before to 30 seconds after the time of the fix, which is generally 4 pm in London. During this one-minute window, bid and offer rates from the order matching system and actual trades executed are captured. See FX Fixings for foreign exchange rates. Bloomberg provides independent, reliable benchmark currency rates for important forex pairs multiple times per day.

For general questions and

Rates for 150+ currencies against the EUR, GBP and USD are available as a subscription of the WM/Reuters intraday service. Calculation of WM/Reuters FX benchmarks is based on established, published methodology, which is fully aligned with the IOSCO Principles for Financial Benchmarks.

13 Aug 2015 The interval within which the quotes for US dollar spot rates will be Head of foreign exchange at Thomson Reuters, Phil Weisberg said, 

An FX “fixing” is a daily “snapshot” of an FX rate at a fixed time of day, measured and published by a neutral party. For example, the New York 12:30 PM EURUSD BFIX rate is a snapshot of the prevailing rate for exchanging Euro for US Dollar in the interbank currency markets during the 5-minute window leading up to 12:30PM (New York time) on a given day.

As used in this methodology, the term "fixings" refers only to such Spot, Forward and NDF rates and not to any other rate, calculation or other information that may   the fixing rate and the price fluctuation around fixing. Keywords: foreign exchange markets, fixing, Tokyo fixing, WM/Reuters, efficient market, spikes. JEL: D43  Fixings. 67. Current list of all currency codes for spot rates. 68. Field names for quote lists. 70. In brief: foreign exchange and money markets. 71. Confidential iii   13 Aug 2015 The interval within which the quotes for US dollar spot rates will be Head of foreign exchange at Thomson Reuters, Phil Weisberg said, 

WM/Reuters foreign exchange (FX) rates and managed in FX Rate Data Source: WM/Reuters FX USD/CNY fixing regime reform announced on. 11 August  Sterling swung around five-month highs on Wednesday and stocks in London cut their losses amid a blizzard of contradictory headlines about whether Britain and the European Union were on the verge of agreeing a Brexit deal. Sterling jumped above $1.28 on Wednesday after a reporter for Irish broadcaster RTE, 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, Forex fixings and how they work. LONDON, Nov 12 (Reuters) - Currency “fixings” at the heart of Wednesday’s mammoth bank fines are a vital anchor in frenetic global markets and are used as daily reference points for an estimated $450 trillion worth of financial contracts. Rates for 150+ currencies against the EUR, GBP and USD are available as a subscription of the WM/Reuters intraday service. Calculation of WM/Reuters FX benchmarks is based on established, published methodology, which is fully aligned with the IOSCO Principles for Financial Benchmarks.