Thomson Reuters and Icap have started providing spot FX fixings in the six major currency pairs (and two associated crosses) throughout the day to complement the FXFix and FXClose fixings established in 2006.
EUR/USD, USD/JPY, USD/CHF (together with EUR/JPY and EUR/CHF) will be sourced from Icap’s EBS platform, while GBP/USD, AUD/USD and USD/CAD will come from Thomson Reuters Spot Matching.
The fixings are available via Thomson Reuters’ Eikon and 3000 Xtra platforms.