This is the Search Bar
This is a search implemented as a a table
Search ASX Online...

This is the Search Bar
This is a search implemented as a a table
Search ASX Online...

Notice

BBSW calculation method: results for rates labelled ‘Manual’

What's this about:

Notice reference number: 0033.21.01

Date published: 04/01/21

Effective as of: 04/01/21

Last updated: 04/01/21

Market participants and BBSW subscribers are advised that a number of BBSW tenors were published between 24 December 2020 and 4 January 2021 showing a calculation methodology of ‘Manual’.

The following table shows the calculation methodology used for each tenor:

Publication date: 24 December 2020

Tenor	Calculation method shown in file	Actual calculation methodology
1 month	Manual	NBBO
2 month	Manual	NBBO
3 month	Manual	NBBO
4 month	NBBO	NBBO
5 month	NBBO	NBBO
6 month	NBBO	NBBO

Publication date: 30 December 2020

Tenor	Calculation method shown in file	Actual calculation methodology
1 month	Manual	NBBO
2 month	Manual	NBBO
3 month	Manual	NBBO
4 month	NBBO	NBBO
5 month	NBBO	NBBO
6 month	NBBO	NBBO

Publication date: 31 December 2020

Tenor	Calculation method shown in file	Actual calculation methodology
1 month	Manual	NBBO
2 month	Manual	NBBO
3 month	Manual	NBBO
4 month	NBBO	NBBO
5 month	NBBO	NBBO
6 month	NBBO	NBBO

Publication date: 4 January 2021

Tenor	Calculation method shown in file	Actual calculation methodology
1 month	Manual	NBBO
2 month	Manual	NBBO
3 month	Manual	NBBO
4 month	NBBO	NBBO
5 month	NBBO	NBBO
6 month	WLSR	WLSR

Until this issue is resolved, ASX will publish a market notice at the end of each week detailing the actual calculation methodology used for each rate and tenor that week, if any rates were published showing ‘Manual’ calculation

What do I need to do by when?

No action required.

Need more information?

Issued by

Luke Flory, Manager, Benchmarks

Contact information

+61 (02) 9227 0577
benchmarks@asx.com.au