In partnership with Tradeweb, FTSE Russell administer closing prices for select global fixed income markets. Prices are based on executable bid- and offer-side price quotes supplied by market makers to Tradeweb’s electronic trading platform for institutional dealer and clients during a pre-determined collection window each day. Based on these input quotes, closing prices are derived using a robust and transparent methodology that ensures a best in class, representative solution for valuing fixed income securities.
These prices are administered in accordance with the EU and UK Benchmark Regulation and the IOSCO Principles for Financial Benchmarks. They are available for use in index construction and as reference rates for a broad range of use cases, including trade-at-close transactions and derivatives contracts. FTSE Russell is the benchmark administrator for the closing prices, responsible for governance and oversight of the calculation process, and Tradeweb calculates the prices using the methodology in the below documents.
- Tradeweb FTSE UK Gilt Closing Prices
- Tradeweb FTSE Euro Government Closing Prices
- Tradeweb FTSE US Treasury Closing Prices
Trusted pricing data is critical for financial firms to manage investment portfolios, evaluate the fair value of securities, perform compliance, and satisfy general accounting standards. Tradeweb and FTSE Russell are committed to the continued expansion of their benchmark pricing coverage, and the incorporation of these prices throughout the investment process.
