AFMAdata is a real time data feed of information about Australia's wholesale over-the-counter (OTC) financial market products.
These Principles (which can be downloaded here) are supplemental to the AFMA Code of Ethics and Code of Conduct and are designed to provide a common understanding around how organisations manage contributions of rates used in the calculation of financial benchmarks.
AFMAdata provides independently determined rates that can be used for portfolio revaluation purposes by governments and financial institutions. These rates are collected and published (intra day, end-of-day, end-of-week and/or end-of-month) for the following wholesale OTC financial products:
Rates are calculated by AFMA, with 'out of market' rates eliminated before averaging. They are then delivered to the market equally and simultaneously via the following major information vendors: Thomson Reuters, Bloomberg and SunGard. Select rates are also available via automated email or the AFMA website.
More information on AFMAdata rate definitions and calculation methodology is available here.
The list of AFMAdata page codes for Reuters, Bloomberg and SunGard is available here. Please note certain pages are restricted to AFMAdata subscribers only.
To subscribe to AFMAdata or if you have any questions please contact us.