Bloomberg Fixings and Reference Rates

Bloomberg Fixings and Reference Rates

Benchmarks and reference rates for market participants

For those who need rates for portfolio benchmarking, valuation, index construction, trade execution and analysis.

Foreign exchange
The Bloomberg FX Fixings (BFIX) family of benchmarks covers spots, forward and non-deliverable forward (NDF) rates for a comprehensive global coverage of currencies and metals.

Reference rates
Bloomberg IBOR Fallback Rates are replacement rates for traditional Interbank Offered Rates (IBORs), like LIBOR, that have been phased out.

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Bloomberg FX Fixings (BFIX)

BFIX rates

The below rates are designed to be a subset to the full offering available via the Bloomberg Terminal and Bloomberg enterprise solutions where all fixings and history are available.

The rates available on this website are for reference purposes only.
Bloomberg enterprise solutions can deliver the benchmark in various formats to organizations that may be using it in a commercial way.

The BFIX will not publish on the following days where liquidity is known to be significantly impacted: Good Friday, the market-observed Christmas Day and New Year’s Day.

Fixing rates delayed 25 minutes.

Governance

For general questions and information regarding BFIX, please send an email to bfixinquiry@bloomberg.net

To request a copy of the Bloomberg Benchmarks Control Framework Summary, the BFIX complaints policy, or to submit a complaint regarding a fixing or fixing determination, please send a correspondence to idxcomplaint@bloomberg.net or to the following postal address:

BFIX
c/o Bloomberg L.P.
731 Lexington Ave.
New York, NY 10022
Attn: BFIX Compliance

All such correspondence will be monitored by a member of the Bloomberg L.P. compliance team.

IBOR Fallback Rates

Inter-bank Offered Rates (IBORs), a series of interest rate benchmarks, are undergoing a period of change as regulators and industry groups have recommended that firms transition away from the London Inter-bank Offered Rate (LIBOR) and other IBORs and prepare to replace them with alternative, overnight Risk Free Rates (RFRs).

RFRs, including SOFR (USD), €STR (EUR) and SONIA (GBP), are typically administered and published by major central banks worldwide.

Bloomberg Index Services Limited (BISL and collectively with its affiliates, “Bloomberg”) was selected by the International Swaps and Derivatives Association (“ISDA”) as the vendor to calculate and distribute these RFR adjustments (each a “Rate Adjustment” and, collectively, the “Rate Adjustments”), including the Adjusted Reference Rate, the Spread Adjustment and the resulting Fallback Rate. Resources for IBOR Fallbacks can be accessed here.

Bloomberg Short-Term Bank Yield index (BSBY)

Please note that the final publication of the BSBY index and all tenors took place on Friday, November 15, 2024. The cessation took effect immediately following the publication of the rate for each BSBY tenor. Note that BISL is not recommending a fallback replacement rate for BSBY.

For any comments or questions, please contact your regional index team, the Bloomberg Help Desk on the Bloomberg Terminal or log into the Customer Service Center.

Research & Insights

Research & Insights

Cross-asset coverage

Bloomberg’s index team delivers high-quality benchmarks across asset classes.