Where can I find the methodology used to derive the Reuters generic FX Swap points (e.g. RON1M= or EUR5Y=). Are these calculated or do they show last ticks from other contributors? What is the logic behind?

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michal

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Where can I find the methodology used to derive the Reuters generic FX Swap points (e.g. RON1M= or EUR5Y=). Are these calculated or do they show last ticks from other contributors? What is the logic behind?

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May 20, 2021 at 07:26 AM

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Answer 1 · 2021-07-15T00:03:24Z

Alex Putkov.1

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These are contributed rates. You can see the contributor for the last quote and the contributor geographic location in fields CTBTR_1 and CTB_LOC1 respectively.

Jul 15, 2021 at 12:03 AM

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Where can I find the methodology used to derive the Reuters generic FX Swap points (e.g. RON1M= or EUR5Y=). Are these calculated or do they show last ticks from other contributors? What is the logic behind?

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Where can I find the methodology used to derive the Reuters generic FX Swap points (e.g. RON1M= or EUR5Y=). Are these calculated or do they show last ticks from other contributors? What is the logic behind?

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