NCFX produces real time streaming benchmarks and high quality reference rates for FX, precious metals and crypto market data to help our customers navigate the complex and opaque world of foreign exchange.
We produce and publish the world’s only continuous, officially regulated benchmark rates for Spot and Forward FX.
The world’s only continuous, officially regulated benchmark rates for spot and forward FX. We construct our benchmarks by sampling data from across the entire global market, so our clients can be sure that they are seeing the whole picture. Measuring FX execution costs against anything other than an objective benchmark risks overlooking hidden charges or confirming prevailing, inefficient biases.
Independent, objective, unbiased. NCFX is an independent company with no vested interest in where our clients choose to execute their trades. This means our prices are not subject to bias or potential manipulation by those who would profit from skewing the market in their favour. Independent data is key to objective measurement, and so our clients can confidently understand and then take control of their FX execution costs.
Real-time data that provides guidance throughout the lifecycle of a trade. NCFX data is calculated and published in real-time, which means our customers are supported pre-trade in selecting an appropriate trading strategy, through the transaction itself, and then into post-trade analysis and reporting.
| Data Type | Approximate no. of Instruments | Max update frequency | Official Benchmark Instruments | Historic data available from |
|---|---|---|---|---|
| Spot FX | 2473 | 50 milliseconds | 67 (pairs) | January 2016 |
| DVNC Options Cut | 46 | Twice Daily | 46 | January 2019 |
| Forward FX* | 8162 (pairs + tenors) | 1 second | 48 (pairs) | January 2016 |
| NDF | 135 | 1 second | N/A | January 2016 |
| Precious Metals | 2 | 50 milliseconds | 2 | January 2016 |
| Crypto | 920 | 1 second | N/A | September 2020 |
NCFX produces additional tradeable benchmarks that support specific use cases.
NCFX Currency Options Cut: Fixing rates published for 84 daily option expiries, based on NCFX spot benchmarks
SIREN: Fixing rates published every 30 minutes throughout the trading day, based on NCFX spot benchmarks (in partnership with Raidne Ltd.)
Currency Beta Indices: References the 1-month forward yield for 21 currencies against USD, EUR, and GBP, delivered in 1-second intervals
NCFX offers data that support clients with their foreign exchange use cases, drawing from the NCFX benchmark and reference price database.
Timeseries — returns all the delta change updates to the forward mid-rates including the start time and excluding the end time for all standard tenors up to 1 year, and depending on the currency pair, out to as much as 5 years.
Last Rate — returns a single value for the last NCFX Mid-Rate before the specified timestamp for the required tenor.
Timeseries — returns all the delta change updates to the forward mid-rates including the start time and excluding the end time for all standard tenors up to 1 year, and depending on the currency pair, out to as much as 18 months.
Last Rate — returns a single value for the last NCFX mid-rate before the specified timestamp for the required tenor.
Timeseries — returns all mid-rates published between two specified time stamps including the start time and excluding the end time.
Last Rate — returns a single value for the last NCFX mid-rate before the specified time.
OHLC — returns the open high low close at a user-defined interval between two datetime stamps.
TWAP — returns the time weighted average price between two timestamps over the entire period, or over user defined intervals during the chosen period.
Corporate Responsibility. NCFX adheres to the principles set out in the following international codes of ethical conduct: OECD Guidelines for Multinational Enterprises, UN Global Compact, UN Guiding Principles on Business and Human Rights, ILO Conventions: Child Labour (C138, C182); Forced Labour (CO29, C105); Discrimination (C100, C111); Freedom of Association (CO87, C098).
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