BGC Market Data Expands EUR Swaps Coverage on Thomson Reuters

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:

DATASET

TILE

 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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