As foreign exchange trading activity and volume remains high, asset managers, banks, index publishers and other market participants need access to reliable, timely and independent FX benchmark rates throughout the day. For more than 20 years, WM/Reuters FX benchmarks have served as an objective, unbiased source for FX data and offer both intraday and closing fixes for spot rates, forward ratesand NDFs.
Features and Benefits
Widely regarded within the FX market as the industry standard, providing timely, transparent and reliable forward and spot rates for more than 150 currencies
Used by thousands of market participants worldwide to evaluate global markets
Intraday and closing FX benchmark rates
Published calculation methodology compliant with IOSCO standards
Closing Spot rates - regulated by the UK’s FCA (Financial Conduct Authority)
Distributed through subscribers of Thomson Reuters EIKON and other feeds
Additional Content Info
WM/Reuters Intraday Spot Rates
- Produced on the hour from Monday 6:00 am Hong Kong/Singapore time – Friday 10:00 pm UK time, with coverage including 150+ currencies against the EUR, GBP and USD
- 20+ currencies produced on the ½ hour from Monday 6:00 am Hong Kong/Singapore time – Friday 10:00 pm UK time.
WM/Reuters Closing Spot Rates
- Fixed daily Monday–Friday at 4:00 pm UK time, with coverage including 150+ currencies against the EUR, GBP and USD
WM/Reuters 2pm CET Spot Rates
- Fixed daily Monday–Friday at 2:00 pm CET time, with coverage including 150+ currencies against the EUR, GBP and USD
- 32 currencies against the EUR available with a 30-minute delay on the website
WM/Reuters Tokyo Fix
- Fixed daily Monday – Friday at 9.55am Tokyo time, with coverage of 24 currencies against JPY, USD, GBP and EUR
WM/Reuters Closing Forwards and NDFs
- Fixed daily Monday–Friday at 4:00 pm UK time, with coverage including 80 forward currencies and 11 NDF currencies
WM/Reuters Intraday Forwards and NDFs
- Produced on the hour from 6:00 am – 9:00 pm UK time; 10:00 am and 4:00 pm Sydney time; 2:00 pm New Zealand time; 11:00 am Singapore time; 11.00am Bangkok time and 5:00 pm New York time
- All rates are archived daily and are available direct from Thomson Reuters and other vendors
Fully transparent, IOSCO-aligned methodology
Our published and transparentcalculation methodology is fully aligned with the IOSCO Principles forFinancial Benchmarks.
Designed to bring greatertransparency to pricing in the FX market, where possible WM/Reuters rates arebuilt with data sourced directly from market transactions, applying multiplevalidation techniques on captured and calculated rates to result in accuratespot rates for each fix throughout the day.