Rates

Rates

BGC Market Data offers IRS coverage for approximately 56 currencies and IRO coverage for approximately 16 currencies. We cover a full suite of Rates data including swaps, non-deliverables and ATM and skew IROs. Our Rates data is available both directly, via low latency data feeds and flat files over FTP, and from our vendor partners. Real-time, intra-day and end-of-day data is available. Clients can choose from one of our standardized product packages or request a bespoke package to fit their individual needs. For more information about our industry leading market data, please view our Market Data Suite and Data Policies or Contact Us.

PackageCoverage RegionCoverage
US - Interest Rate Swaps

Europe - Interest Rate Swaps

EU Emerging Market - Interest Rate Swaps

Asia - Interest Rate Swaps
AMER

EMEA

EMEA

APAC
Basis Swaps
Cross Currency Basis Swaps (CBS)
Cross Currency Swaps (CCS)
Forward Rate Agreements (FRAs)
Forward OIS
FRA/OIS Spreads
Interest Rate Swaps (IRS)
Overnight Index Swaps (OIS)
Swap Spreads
STIRs
Asia - Non- Deliverable SwapsAPACNon-Deliverable Interest Rate Swaps (NDIRS)
Non-Deliverable Overnight Index Swaps (NDOIS)
Non-Deliverable Swaps (NDS)
Interest Rate Options - Core Market

Interest Rate Options - Emerging Market
GLOBAL

GLOBAL
Cap Floor:
Volatilities
Premiums
Strikes
Forward Start Volatilities
Forward Start Premiums
Forward Start Strikes

Swaption ATM:
Volatilities
Premiums
Forward Start Premiums

Wedge:
Volatilities
Premiums
Interest Rate Options Skew –Core Market

Interest Rate Options Skew – Emerging Market
GLOBAL

GLOBAL
Swaption Skews +/- 200bp
Interest Rate Options - ExoticsEMEACMS:
Cap Floors
Swaps
Spread Options