WM/Reuters Thai baht benchmarks to be sourced from Matching Clob

The baht benchmarks are now based on trade data rather than indicative rates

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The THB/TOF benchmarks were previously calculated from indicative interbank quoted rates

The WM/Reuters Thai baht spot FX benchmarks are to be sourced from Refinitiv’s anonymous central limit order book Matching, following an analysis by the firm as to the viability of introducing transactional data from FX trading platforms.

Thomson Reuters’s former financial and risk business, which formally became Refin­itiv in October, found that the data from Matching is sufficient in quantity, quality and hierarchy to upgrade the bench­marks to be trade-based per the WM/ Reuters trade

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