The BBSW rates are independent and transparent rates for the pricing and revaluation of privately negotiated bilateral Australian dollar interest swap transactions. For further information (including calculation methodology and quality control mechanisms) please refer to the BBSW Benchmark Rate Conventions.
BBSW is an optional part of the AFMAdata suite and live rates are now available for stand-alone subscription.
To subscribe please download the End User Subscription Agreement to BBSW.
Aggregated daily volume data is made public on a 1 month delay basis to provide additional transparency to the broader market.
Historical BBSW mid-rates for the previous 10 business days are available to download.