Use Yieldbroker data to optimise your trading decisions and market analysis

Stay in control and ahead of the curve with the most widely-used reference source for Australian & New Zealand interest rate securities.

Empirical, verifiable and transaction-based pricing data sourced from Yieldbroker's electronic marketplaces.

Data products specifically designed to support your workflows

Yieldbroker provides data points across more than 1200+ Australian and New Zealand interest rate securities, including:

  • Real-time streaming pricing

  • Historical data

  • Transaction analytics

  • End of day closing rates

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The Data Source trusted by government authorities, exchanges, index providers and benchmark administrators

The integrity and independence of our pricing serve extensive market use cases, such as:

  • The Reserve Bank of Australia (RBA) uses Yieldbroker as the official reference price for Australian Commonwealth Government securities.
  • The ASX uses Yieldbroker data as a primary data source for calculating the settlement prices for the Australian 3yr and 10yr Commonwealth Treasury Bond Futures Contract and the New Zealand 3yr and 10yr government stock futures contracts.
  • S&P Dow Jones Indices uses Yieldbroker data to set the daily price for its entire S&P/ASX Australian Fixed Interest Index Series.
  • The Australian Securities Exchange (ASX) uses Yieldbroker’s bank bill market prices when determining the official fixing rate for Bank Bill Swap Rate (BBSW).

How we’re helping to shape Australia’s interest rate markets

With billions of dollars traded annually in our electronic markets, even small improvements in efficiency can have an enormous impact. That’s where our specialty lies.

  • Pre-trade analytics, algorithms and artificial intelligence inputs

    Use our EBBO (executable best bid and offer) rates to get a true indication of the market price; derive your own pre-trade analytics and trading models based on our real-time bids and offers.

  • Risk management and portfolio valuations

    Follow the lead of the institutional market and use our EOD Rate Series as the reference market price for your risk management and portfolio valuation requirements.

  • Transaction cost analysis

    Use our real-time indicative mid prices to determine your transaction costs either through our RG97 tool, through our TCA partners our developing your own methodology.

  • Model testing

    Use our Historical Data Series as the foundation for your trading models or back-testing models.

Our product and distribution partners include:

Register for Yieldbroker’s End of Day Ratesheet here. To enquire about Yieldbroker’s other Market Data products, contact one of our specialists. We’ll be happy to help.