Effective 1 January 2017, ASX is the new Bank Bill Swap (BBSW) benchmark rate administrator. In late 2017, ASX intends to introduce a new BBSW calculation methodology – a volume weighted average price (VWAP) calculation as the primary calculation method. The change in methodology will support the recommendation of the Council of Financial Regulators and reflects the evolution of market practice.
Access 24 hour delayed BBSW rates.
BBSW is the primary short-term rate used in the financial markets for the pricing and valuation of Australian dollar securities and as a lending reference rate. BBSW is currently calculated using a nationally observed best bid and best offer (NBBO) methodology for Prime Bank securities.
ASX also administers End of Day Bank Accepted Bills (EOD BABs).
ASX operates at the heart of Australia’s financial markets and is a core part of the interest rate complex. With a history of successfully operating regulated markets, ASX is well positioned to administer the benchmark Australian interbank rate with integrity and high standards.
ASX maintains a Transitions Policy in accordance with IOSCO Principles for Financial Benchmarks. This can be made available to stakeholders upon request.
Read more here:
- Public Announcements
- Current Conventions & Calculation Methodology
- New Conventions & Calculation Methodology
- Information for Subscribers
- Contact Information
|ASX media releases and market updates|
|Current Conventions & Calculation Methodology|
|Prime Bank Conventions|
|EOD BAB Methodology|
|New Conventions & Calculation Methodology|
|New BBSW Methodology - date TBC|
|New EODBABs - 4th Dec 2017|
|Prime Bank Conventions - 4th Dec 2017|
|BBSW Conventions - 4th Dec 2017|
|Information for Subscribers|
|Subscriber Order Forms|
|Subscriber Terms & Conditions|
|BBSW Schedule of Fees|
|Benchmark Complaints Policy|
For general enquiries about the BBSW benchmark, please call ASX Customer Service on 131 279 (within Australia) or +612 9338 0000 (outside Australia).
Or click on the button below to send ASX Customer Service an email.
Feedback, Reporting Misconduct or Complaints
For any feedback, reporting of misconduct or any complaints about ASX, please submit the relevant form.
For any disputes specifically about the BBSW benchmark, please call +61 2 9227 0342 or click on the button below to send us an email.