ICAP’s specialist, value-added services are packaged by asset class and reflect ICAP’s strength in broking in each market. These data packages include Eurex® ICAP Swap Spreads, RCM19901, SwapPX and ICAP LATAM.
RCM 19901 offers comprehensive USD interest rate swap & multi-currency option information sourced from ICAP’s market leading voice broking operations; and US Treasuries data from BrokerTec, enabling users to retrieve precise pricing, reference and validation data; when and how they need it.
This content is available exclusively via Thomson Reuters.
SwapPX provides authoritative real-time information on the USD swap market, sourced from ICAP's interest rate swaps and options broking operations.
As the leading inter-dealer broker in Latin American OTC markets, ICAP is ideally positioned to deliver a premium pricing service for emerging local markets. With a blend of markets from local desks and hybrid trading platforms, ICAP offers the most accurate representation of the LATAM OTC marketplace in a single service.
Eurex® ICAP Swap Spreads
Eurex® ICAP Swap Spreads delivers key bond future and interest rate swap yield spreads for the European market. These yield spreads are derived from ICAP swap rates and government bond future pre-trade data from Eurex®.