Bloomberg FX benchmark now available on NEX eFix Matching Service

NEX Markets, a NEX business that provides electronic trading technology services in the fixed income and foreign exchange (FX) markets, today announced that Bloomberg FX (BFIX) rates will be added to the NEX eFix Matching Service, which enables customers to execute fixing interest electronically via the EBS Market platform.

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The BFIX benchmark is used by market participants as a fix for portfolio benchmarking, derivatives valuation, index construction, and trade execution and is aligned with the International Organization of Securities Commissions' (IOSCO) principles for financial benchmarks.

BFIX will be launched on eFix Matching in stages, with the first 10 BFIX rates, including the 13:00 and 16:00 BFIX rates, live as of 21 May. eFix Matching is adding the rates to its service in response to specific customer needs as market participants look to have a more holistic view of managing benchmark risk.

eFix Matching provides anonymous access to a central pool of liquidity for the most liquid daily fixes, and can be accessed via the EBS Workstation, web browser or an EBS API connection.

eFix Matching was launched in 2014 as a central market utility for reducing benchmark fixing risk, and has continued to grow due to the regular additions of new fixing rates and clients choosing to access the service. eFix has noted a growth of 25 percent API to 65 percent API execution since 2014, driven by the continued trend towards automation and a shift in the way banks manage client fixing orders.

Seth Johnson, CEO of NEX Markets, said, “eFix Matching was launched as a direct response to the Financial Stability Board recommending a solution to ensure robust fix execution, and from that time we have operated in answer to market needs, whether through the addition of new fixings or development of new features within the service. We’ve seen significant demand for BFIX and are thrilled to bring the rates onto our service, continuing our aim to provide benchmarks wherever our client base has a requirement to reduce fixing risk.”

Colin Gallagher, Bloomberg's head of Foreign Exchange Analytics, said, "BFIX has gained wide acceptance globally and we are excited about offering the rates in eFix matching. This will provide users of BFIX with a market recognized risk mitigation tool and reinforces our commitment to deliver a best-in-class FX Benchmark."

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