Benchmarks

WMR FX Benchmarks

Access institutional-grade financial data through our enterprise platform. Built for the world's leading financial institutions and trading firms.

OVERVIEW

  • For over two decades, WMR FX Benchmarks have acted as independent, impartial, and reliable sources of FX data.
  • We are dedicated to maintaining the benchmarks as trusted and essential elements of market infrastructure, continuously improving them as market demands evolve.
  • Our transparent and published calculation methodology fully complies with the IOSCO Principles for Financial Benchmarks.
  • The WMR Spot, Forward, and NDF Benchmark Rates (including the 4pm London Closing Spot Rates) are managed by Refinitiv Benchmark Services Limited, which is authorized as a Benchmark Administrator under EU BMR.
  • Created to enhance transparency in FX market pricing, WMR rates are derived directly from market transactions, using multiple validation techniques on captured and computed rates to ensure precise spot rates for each fix throughout the day.

DATA SPECIFICATIONS

Data Format
CSVDelimitedGZIPJSONPythonUser InterfaceXMLZip Archive
Delivery Mechanism
APIDesktopExcelFTPSFTP
Data Frequency
ContinuousDaily

FEATURES & CAPABILITIES

Enterprise-grade data infrastructure

For over two decades, WMR FX Benchmarks have been independent, impartial, and reliable sources of FX data.

We are committed to maintaining the benchmarks as trusted and essential elements of market infrastructure, consistently improving them to meet evolving market requirements.

Our transparent and published calculation methodology strictly adheres to the IOSCO Principles for Financial Benchmarks.

The WMR Spot, Forward, and NDF Benchmark Rates, including London 4pm Closing Spot Rates, are managed by Refinitiv Benchmark Services Limited, which is authorised as a Benchmark Administrator under EU BMR.

Created to enhance transparency in FX market pricing, WMR rates derive from direct market transactions and employ multiple validation methods on both captured and calculated rates to ensure precise spot rates for each fix throughout the day.

Enterprise Consultation

Schedule Your Personalized
Data Solution Demo

Connect with our data specialists to explore how our institutional-grade financial data solutions can address your specific requirements.

Please describe your current challenges, data requirements, or specific areas of interest.

By submitting this form, you agree to our Privacy Policy and Terms of Service. Fields marked with * are required.
Eulerpool Logo
© 2023 Eulerpool Research Systems. All rights reserved.