Live feed OF BBSW
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 General Conventions.
How to subscribe
Existing Subscribers or ContributorsLogin here:
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.
If you have any questions about BBSW please contact us.
Aggregated daily volume data is made public on a 1 month delay basis to provide additional transparency to the broader market.
24-hour delay rates
The BBSW rates are made public on a 24 hour delay basis – see below. For live data, subscribers can refer to our vendor pages (Bloomberg, Thomson Reuters and other information vendors).