We will soon be introducing some changes to our methodology where interest rate swap rates are used in price calculations.
Yieldbroker currently uses AFMA rates, which are published twice daily, for both intraday and closing rates and FRN ticketing. When market intraday swap prices move greatly from these levels this can result in some Yieldbroker prices becoming outdated.
Consequently we will soon be moving to the intraday swap feed from Reuters page. While this will provide a more up-to-date source for price calculations, we recognise the data does not have the implicit quality benefits of the AFMA rates and it is our intention to eventually utilise live feeds from participating banks if this becomes feasible in the future.
Please contact us if you require any further information.
