*Effective 1 Oct 2009 BBSW/Y access is for subscribers ONLY. For subscription to BBSW please click here*

Cash Rate Pages:
Bloomberg - RBA16 <GO> MoneyLine Telerate - 1590 Reuters - RBA30

AFMAdata is a data feed of real time and reference information relating to Australia’s wholesale (over-the-counter) financial market products.

AFMAdata, since its inception in 1996, has been recognised by financial market participants as a reliable, independent source of reference rates for wholesale OTC financial markets. It used widely by AFMA members and a large cross section of financial markets.

AFMAdata provides an independently determined set of reference rates that can be used for portfolio revaluation purposes by Governments, Corporates and all financial and investment institutions. 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.

AFMAdata allows reference rate contributors (over 100 significant market participants) the ability to input their rates via the World Wide Web and includes important features such as price validation, price independence and price transparency.

AFMAdata collects and publishes reference rates (intra day, end-of-day, end-of-week &/or end-of- month) for the following wholesale OTC financial products:

  • Bank Bill Swap Reference Rates (“BBSW”)

  • Bank Accepted Bills / Negotiable Certificates of Discount Reference Rates

  • Interest Rate Options

  • Interest Rate Swaps

  • Swap Options (Swaptions)

  • Cash (‘at call’)

  • Bond Repurchase Agreements

  • AUD/USD Hedge Settlement Rate (HSRA)

  • Foreign Exchange Forward Swap Reference Points

  • Commonwealth Government Bonds, including Index Linkers

  • State Government (Semi-Government) Bonds

  • Corporate Bonds

  • Floating Rate Notes

  • Mortgage Backed Securities

  • Electricity Daily Revaluation Curve for NSW, VIC, QLD and SA

  • Credit Derivatives Daily Revaluation

  • Environmental Products Weekly Curve

  • Equity Derivatives Option Reference Prices

    • For more information please contact AFMA (phone: +612 9776 7932) or e-mail afmadata@afma.com.au