Real-time reference rates for otc markets
AFMAdata is a real time data feed of reference information about Australia's wholesale over-the-counter (OTC) financial market products. It is an important tool for any organisation that needs price independence and price transparency to effectively monitor and manage its Australian dollar financial risk exposures.
What does AFMAdata provide?
AFMAdata provides independently determined reference rates that can be used for portfolio revaluation purposes by governments and financial institutions. Reference 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:
Existing Subscribers or ContributorsLogin here:
How does it work?
Rates are calculated independently 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 reference 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.