Data Products

Data products specifically designed to support your workflows

Stay in control and ahead of the curve with empirical, verifiable and transaction-based data sourced from our electronic marketplaces.

Real-time streaming data

Power your decision making with observable pricing data from the unparalleled source for Australian and New Zealand Interest Rate Securities & Derivatives
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End of Day Closing Rates

With over 1200 official time-stamped End-of-Day (EOD) prices the Tradeweb Australia EOD Ratesheet is the market’s recognised independent reference point for the aggregated, transaction-based pricing of AUD and NZD investment grade securities
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Historical Data

Historical data files available covering customised time series requests and tick history available back to 2003
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Transaction Analytics

Develop a deeper understanding of the AUD and NZD Fixed Income markets via our bespoke transaction analytics reports. Analytics include insights into our primary and secondary market turnover and market average trading margins
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Use Tradeweb Australia's data to optimise your trading decisions and market analysis

	Bond Series	NCD Series
Product Coverage	Australian & New Zealand Debt Securities Government Bonds Semi-Government Bonds Treasury Notes Inflation-linked Bonds Supra Sovereign Agency (SSA) Bonds Corporate Bonds (incl Floating Rate Notes)	All Prime Bank NCDs and Bank Bills
Tenors	0-30 Years	1-6 Months
Currencies	AUD, NZD	AUD
Data Products	Real-time End of Day Closing Historical Data Transaction Analytics	Real-time Historical Data Transaction Analytics
Data Segments	Premium Indicative Closing	Premium
Pricing Types	Yield to Maturity EFP Spread Price Trade Margin (for FRNs) Liquid Switches	Yield to Maturity
Key Metrics	Top of Book Best Bids and Offer Yield and Volumes Asset Swap Margin Modified Duration Accrued Interst Number of Contributors Indicative Bids and Offers ESG tags	Top of Book Best Bids and Offer Yield and Volumes
Access Options	Direct connection to Tradeweb Australia via FIX Protocol Distribution via Approved Vendor partners including Refinitiv & Bloomberg Options	Direct connection to Tradeweb Australia via FIX Protocol Distribution via Approved Vendor partners including Refinitiv & Bloomberg Options