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michal avatar image
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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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wasin.w avatar image   wasin.w

Hello @michal

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS

wasin.w avatar image   wasin.w

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,


AHS


wasin.w avatar image   wasin.w

<AHS>

Duplicate with https://community.developers.refinitiv.com/questions/78522/where-can-i-find-the-methodology-used-to-derive-th-1.html

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Alex Putkov.1 avatar image
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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.

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