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Benchmark Reference Rates
Benchmark Reference Rates.
BMR-compliant reference rates built with a rigorous construction methodology and expert governance.
Rates Rulebook – Benchmark Statement
BMR-Compliant Rates for Digital Assets
Our rules-based reference rates are designed for intraday and end-of-day valuation by financial professionals.
Each Benchmark Reference Rate is calculated in real-time (every 5 seconds), as well as being published as a daily fixing covering three different time zones: London (16:00 UTC), Singapore (08:00 UTC), New York (20:00 UTC).
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Exchange Due Diligence
Strict vetting of data sources to include only the most trusted and liquid exchanges. -
Reviewed Quarterly
The composition of each rate is reviewed to reflect current market conditions. -
Robust Aggregation Methodology
Volume-Weighted median combined with a TWAP to reflect a fair price. -
Buffering Rules
Used to mitigate exchange turnover in the rate composition during rebalancing. -
FOREX Converted Rates
Kaiko rates integrating TP ICAP FOREX conversions for trusted valuation in multiple currencies.
All Kaiko Rates
Documentation
Kaiko Digital Asset Rates Rulebook
Methodology and details on the construction of all rates.
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