Notice

BBSW manual publication of rates

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Notice reference number: 0656.23.07
Date published: 04/07/23
Effective as of: 04/07/23
Last updated: 04/07/23

Market participants and BBSW subscribers are advised that due to an incomplete data set provided by an ATV, ASX Benchmarks was required to manually update the BBSW values for the 1-month and 2-month tenors.

In accordance with procedures, ASX Benchmarks was required to use the backup file to determine the best bid and best offer values for the purposes of calculating NBBO. There was no delay to the publication of the BBSW rates.

BBSW rates published with the publication method ‘manual’ have been formed using the NBBO methodology. Market participants are advised that the 1 & 2-month tenors were calculated using the NBBO methodology.

What do I need to do by when?

No action required

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Issued by

Luke Flory
Manager, Benchmarks

Contact information

+61 (02)  9227 0577
benchmarks@asx.com.au

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