NEX Data launches BrokerTec US Treasury benchmarks

NEX Data, which delivers independent market intelligence and price information for OTC data, has launched a series of US Treasury benchmarks. They will be published at 11am, 3pm, 4pm and 5pm in the New York trading day and will reflect actual transactions and orders during the 15-minute fixing window on NEX Market’s BrokerTec platform.

These new benchmarks use data from the market’s largest trading platform and create a reference price based on actual trade and order data for the US Treasury market. Transaction and order based fixing prices are available at four key reference times throughout the day for the 2-, 3-, 5-,7-,10-, and 30-year US Government notes and bonds. The methodology used is consistent with IOSCO Principles for Financial Benchmarks.

NEX Data already offers a full suite of FX Benchmarks via its EBS FX Benchmarks series, and administers a selection of powerful RepoFunds Rate indices in Europe including for the Dutch, Belgian, German, French, Italian, Spanish and pan-European markets.

Read the full release

Related Posts

Previous Post
ECB consults on a new euro unsecured overnight interest rate
Next Post
REGIS-TR and IHS Markit to collaborate for SFTR reporting interoperability

Related Posts

Fill out this field
Fill out this field
Please enter a valid email address.


Reset password

Create an account