Participant
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Information Services
AMO
Notice
Participants are advised that ASX Benchmarks will deliver a number of external facing enhancements to BBSW and Realised AONIA rates, effective 28th October 2019. The key enhancements are:
BBSW
· BBSW volume report to be updated 24 hours in arrears (currently weekly in arrears) on the ASX website. Daily eligible volume data will be updated each weekday at 11am, reflecting the prior business day’s activity. The daily volume report can be found on the benchmark pricing page: www.asx.com.au/prices/asx-benchmark-rates.htm
· Percentage of total volume traded inside the Rate Set Window to be added to the daily BBSW volume report.
· Delivery of BBSW submission portal in accordance with the Final Stage Methodology (see Appendix C of the BBSW Conventions). The Submission portal is accessible to authorised personnel at the Prime Banks only.
ASX Realised AONIA
· ASX Realised AONIA rates will be published to Bloomberg and Reuters pages at 10:30am each day (currently distributed via email only). The fee for this data will be waived for BBSW Subscribers, for internal use only, for a period of time.
· Non BBSW subscribers wishing to access Realised AONIA data can contact ASX Benchmarks (benchmarks@asx.com.au) for information on purchasing a subscription package.
Realised AONIA codes |
Bloomberg |
Reuters |
All tenors (main page) |
ASX32 |
AONIARF= |
1m |
AOIAR1M |
AONIA1MRF=ASXB |
2m |
AOIAR2M |
AONIA2MRF=ASXB |
3m |
AOIAR3M |
AONIA3MRF=ASXB |
4m |
AOIAR4M |
AONIA4MRF=ASXB |
5m |
AOIAR5M |
AONIA5MRF=ASXB |
6m |
AOIAR6M |
AONIA6MRF=ASXB |
What do I need to do by when?
No action required
Need more information?
Issued by
Monique Bell
Benchmark Manager
Contact information
+61 (02) 9227 0208
benchmarks@asx.com.au