New IRS and BS data is available to SwapSight subscribers
New York, April 4, 2017 – BGC Market Data is pleased to announce the release of four new EUR datasets on Thomson Reuters. SwapSight subscribers can now access two additional EUR interest rate swap curves and two additional EUR basis swap curves.
For interest rate swaps, BGC now provides pricing for the EUR IRS vs 1M EURIBOR curve and the EUR IRS vs 12M EURIBOR curve. Available tenor coverage is 2M – 50Y for EUR IRS vs 1M EURIBOR and 1Y – 50Y for EUR IRS vs 12M EURIBOR.
For basis swaps, BGC now provides pricing for the 1M vs 6M EURIBOR curve and the 1M vs 12M EURIBOR curve. Available tenor coverage is 1Y – 50Y for both curves.
These four datasets are part of the BGC SwapSight Package, which is fee-liable for both desktop and application usage. The data can be found on the following tiles:
|IRS vs 1M EURIBOR||EURAM1EIRS=CNTR|
|IRS vs 12M EURIBOR||EUAB12EIRS=CNTR|
|1M vs 6M EURIBOR||EUR1E6EBS=CNTR|
|1M vs 12M EURIBOR||EUR1E12EBS=CNTR|
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