WMR FX Benchmarks

An overview of WMR FX Benchmarks

For more than 20 years, WMR FX Benchmarks have served as fully independent, objective, and unbiased sources for FX data. We pledge to ensure that the benchmarks remain trusted and fundamental components of market infrastructure – and are continually enhanced as market needs change.

Our published and transparent calculation methodology is fully aligned with the IOSCO Principles for Financial Benchmarks. The WMR Spot, Forward and NDF Benchmark Rates (including London 4pm Closing Spot Rates) are administered by Refinitiv Benchmark Services Limited, authorised as a Benchmark Administrator under EU BMR.

Designed to bring greater transparency to pricing in the FX market, WMR rates are built with data sourced directly from market transactions, applying multiple validation techniques on captured and calculated rates to result in accurate spot rates for each fix throughout the day.

Key Facts 

  • Geographical coverage
  • History
    From 1994
  • Data format
    User Interface
    Zip Archive
  • Delivery mechanism
  • Data frequency

FTSE Russell Benchmarks and Indices

Want to know more about our benchmarks and indices?

Get a greater understanding of how our benchmarks and indices are powered by viewing our product page. Download methodologies and constituents documents and see for yourself how our benchmarks and indices, combined with expert knowledge, offer the most accurate references for the global markets.

Features & Benefits

What you get with WMR FX Benchmarks

  • Comprehensive coverage: WMR delivers the industry’s broadest coverage, with both intraday and closing spot rates, forward rates, and NDFs.
  • Regulatory adherent: Fully transparent, IOSCO-aligned methodology and 4pm rates are EU/BMR adherent.
  • The trusted industry standard: Over 1,000 financial institutions rely on the WMR rates for greater clarity in evaluating global markets.

How it works

Accessing the dataset

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