WM/Reuters Documentation

Please click on the below links to download the WM/Reuters Documentation:

WM/Reuters Methodology
Explains the WM/Reuters validation process and currencies published.

Forward Currency Time Periods
Details all the time periods (tenors) for all the Forward Rates currencies.

Inverted and Non-Inverted Currencies
Lists all WM/Reuters currencies and whether or not they are inverted.

WM/Reuters Cross Calculations
Shows the formulae for the WM/Reuters currencies that are cross calculated.

WM/Reuters Forward Cross Calculations
Illustrates the formulae for the WM/Reuters currencies that are cross calculated.

WM/Reuters Spot and Forward Start and End Dates
Lists all the start and End dates for the WM/Reuters Spot, Forward and NDF Rate currencies.

Spot & Forward Rates Configuration on Reuters
Details Reuters pages and RICs (Reuters Instrument Codes) used to access and retrieve the WM/Reuters Rates.

Accessing WM/Reuters Rates via Bloomberg
Instructions how to download/view all WM/Reuters services on Bloomberg.

Forward NDF Currency Time Periods
Details all the time periods (tenors) for all the Forward NDF Rates currencies.

All NDF Rates Configuration on Reuters
Details Reuters pages and RICs to access and retrieve the WM/Reuters NDF Rates.