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AFMAdata

Real-time rates for otc markets

AFMAdata is a real time data feed of information about Australia's wholesale over-the-counter (OTC) financial market products.

RATE CONTRIBUTION BEST PRACTICE PRINCIPLES

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.

What does AFMAdata provide?

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:

  • Bank Bill Swap Rates (BBSW)
  • Bank Accepted Bills/Negotiable Certificates of Deposit (BAB/NCD) EOD
  • Government Bonds
  • Semi-Government Bonds
  • Corporate Bonds
  • Floating Rate Notes
  • Live Cash and Repurchase Agreements (web-based contributions only)
  • Swaps (10AM, EOD and EOM)
  • Environmental Products Prices (EP) Weekly Revaluation (see sample)

How does it work?

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 on the AFMAdata website.

How to subscribe

To subscribe to AFMAdata or if you have any questions please contact us.