Pricing and Market Data

China Foreign Exchange Trade System (CFETS)

An overview of China Foreign Exchange Trade System (CFETS)

China Foreign Exchange Trade System (CFETS), also known as National Interbank Funding Center, was founded in 1994. By availing advanced information technology, dedicated line and the internet, CFETS provides a series of services covering issuance, trading, information and post-trade for the RMB-denominated interest rate, exchange rate and related products in cash and derivatives markets. On every business day, it publishes market benchmarks including RMB Central Parity Rate, Shanghai Interbank Offered Rate (SHIBOR), CFETS RMB Index, Loan Prime Rate (LPR), RMB Reference Rate, Bond Indices, yield curves, etc., offering reference prices for the market.

Key Facts 

  • Geographical coverage
    APAC
  • History
    2012
  • Data format
    CSV
    Delimited
    GZIP
    HTML
    PCAP
    Zip Archive
  • Delivery mechanism
    API
    Desktop
    SFTP
  • Data frequency
    Real-Time

Features & Benefits

What you get with China Foreign Exchange Trade System (CFETS)

  • Effective exchange rate that is based on a basket of currencies.
  • Indices published since December 2015.
  • Under the strategic goal of becoming the major global trading platform and pricing center for RMB and related products, CFETS provides services in the interbank FX market, money market and bond market, including primary issuance, trading, post-trade processing, market data and benchmarks as well as investor education services, covering the RMB-denominated interest rate, the RMB exchange rate and related products in relevant cash and derivatives markets.
  • CFETS is authorized to publish market benchmarks, including RMB Central Parity Rate, CFETS RMB Indices, Shanghai Interbank Offered Rate (Shibor), Depository Institutions Repo Rate (DR), Loan Prime Rate (LPR), RMB Reference Rates, etc.

How it works

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