1.
AFMAdata
The definition for ‘BBSW’ is the rate for a reset date will be the ... For AFMA BBSW reference rate procedures and calculation methodology please click here ...
2.
AFMAdata
Swaptions: Swaption mid ‘straddle’ prices are produced at EOD for various tenors on the following basis: 1 month / 1 year, 1 month / 3 year, ...
3.
AFMAdata
Contributor rates that are ineligible for inclusion in the SWAPS calculation process include those that: Fail to update by the end of 10.10a.m. Sydney time; ...
4.
AFMAdata
Bank Bill Swap Reference Rates (“BBSW”). Bank Accepted Bills / Negotiable Certificates of Discount Reference Rates. Interest Rate Options ...
5.
AFMAdata
they are issued by a bank, corporate or other non-government entity, acceptable to the AFMA Debt Capital Markets (“DCM”) Committee; ...
6.
AFMAdata
AFMA Swap reference rates are based on ‘mid’ swap spreads against AUD bond futures ... The ‘average’ mid Swaps rates for each tenor are then calculated to 3 ...
7.
AFMAdata
BBSW Definition Page. The purpose of ‘BBSW’ is to provide independent ... The definition for ‘BBSW’ is the rate for a reset date will be the average mid ...
8.
AFMAdata
The definition for ‘BBSW’ is the rate for a reset date will be the ... For AFMA BBSW reference rate procedures and calculation methodology please click here ...
9.
AFMAdata
The AFMA BBSW Committee is responsible for the overall management of the BBSW reference rate, rates directly related to the BBSW reference rate, ...
10.
